Jian Chen, Michael C. Fu. Financial derivatives and real options: hedging beyond duration and convexity. In Jane L. Snowdon, John M. Charnes, editors, Proceedings of the 34th Winter Simulation Conference: Exploring New Frontiers, San Diego, California, USA, December 8-11, 2002. pages 1593-1599, ACM, 2002. [doi]
Abstract is missing.