Mixed-integer second-order cone programming for lower hedging of American contingent claims in incomplete markets

✍ Scribed by Mustafa Ç. Pınar

• Book ID: 118815442
• Publisher: Springer-Verlag
• Year: 2011
• Tongue: English
• Weight: 247 KB
• Volume: 7
• Category: Article
• ISSN: 1862-4472
• DOI: 10.1007/s11590-011-0394-z