Optimal hedging strategy for a portfolio investment problem with additional constraints

Dynamics of Continuous, Discrete and Impulsive Systems Series B: Application and Algorithm

Volumn 7, Issue 3, 2000, Pages 385-404

  Dokuchaev, N G ^a   Teo, K L ^b  

^a ST PETERSBURG STATE UNIVERSITY   (Russian Federation)

^b HONG KONG POLYTECHNIC UNIVERSITY   (Hong Kong)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0006231861     PISSN: 14928760     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (19)

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