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AUTOMATICA
2008

Sharpe-ratio pricing and hedging of contingent claims in incomplete markets by convex programming

13 years 3 months ago
Sharpe-ratio pricing and hedging of contingent claims in incomplete markets by convex programming
Mustafa Ç. Pinar
Added 08 Dec 2010
Updated 08 Dec 2010
Type Journal
Year 2008
Where AUTOMATICA
Authors Mustafa Ç. Pinar
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