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Volumn 17, Issue 1, 2007, Pages 59-79

Hedging under gamma constraints by optimal stopping and face-lifting

Author keywords

Hedging under constraints; Optimal stopping; Stochastic control

Indexed keywords

EID: 33845670032 PISSN: 09601627 EISSN: 14679965 Source Type: Journal
DOI: 10.1111/j.1467-9965.2007.00294.x Document Type: Article

Times cited : (7)

References (12)

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3
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- Cheridito, P.¹ Soner, H.M.² Touzi, N.³

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.