Researchr is a web site for finding, collecting, sharing, and reviewing scientific publications, for researchers by researchers.
Sign up for an account to create a profile with publication list, tag and review your related work, and share bibliographies with your co-authors.
Pascal François, Geneviève Gauthier, Fréderic Godin. Optimal hedging when the underlying asset follows a regime-switching Markov process. European Journal of Operational Research, 237(1):312-322, 2014. [doi]