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A Theoretical Analysis of Generalised Hedging Point Policies for a class of Stochastic

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https://hal-hec.archives-ouvertes.fr/hal-00601873
Contributor : Antoine Haldemann Connect in order to contact the contributor
Submitted on : Tuesday, June 21, 2011 - 12:53:17 AM
Last modification on : Saturday, June 25, 2022 - 10:52:23 AM

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  • HAL Id : hal-00601873, version 1

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Citation

Christian van Delft. A Theoretical Analysis of Generalised Hedging Point Policies for a class of Stochastic. 1996. ⟨hal-00601873⟩

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