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Explicit formulas for optimal hedging stratergies for European contingent claims

VijaySekhar Chellaboina, Anil Bhatia, Sanjay P. Bhat. Explicit formulas for optimal hedging stratergies for European contingent claims. In Proceedings of the 2013 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2013, IEEE Symposium Series on Computational Intelligence (SSCI), 16-19 April 2013, Singapore. pages 122-127, IEEE, 2013. [doi]

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