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    CDC
    2009
    IEEE
    146views Control Systems» more  CDC 2009»

    Discrete-time, minimum-variance hedging of European contingent claims

    14 years 6 months ago
    Discrete-time, minimum-variance hedging of European contingent claims
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    Sanjay P. Bhat, Vijay-S. Chellaboina, Anil Bhatia,
    claim paper
    Added 16 Feb 2011
    Updated 16 Feb 2011
    Type Journal
    Year 2009
    Where CDC
    Authors Sanjay P. Bhat, Vijay-S. Chellaboina, Anil Bhatia, Sandeep Prasad, M. Uday Kumar
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