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    AUTOMATICA
    2008
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    Sharpe-ratio pricing and hedging of contingent claims in incomplete markets by convex programming

    14 years 10 months ago
    Sharpe-ratio pricing and hedging of contingent claims in incomplete markets by convex programming
    Download  www.ie.bilkent.edu.tr
    Mustafa Ç. Pinar
    claim paper
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    Added 08 Dec 2010
    Updated 08 Dec 2010
    Type Journal
    Year 2008
    Where AUTOMATICA
    Authors Mustafa Ç. Pinar
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