Hedging a portfolio of derivatives by modeling cost

Katharyn A. Boyle, Thomas F. Coleman, Yuying Li. Hedging a portfolio of derivatives by modeling cost. In 2003 IEEE International Conference on Computational Intelligence for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003. pages 63-70, IEEE, 2003. [doi]

Abstract

Abstract is missing.