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Computing, Telecommunications and Control Peter the Great St. Petersburg Polytechnic University
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Articles by keywords "variance-optimal criterion"

Problem of randomized stop of variance-optimal hedging

Mathematical Modelling: Methods, algorithms, technologies
Belyavsky G.I. Niconenko N.D.
  • Year: 2011
  • Issue: 4
  • 0
  • 5044
  • Pages: 91-95