Ying Jiao, Olivier Klopfenstein, Peter Tankov. Hedging under multiple risk constraints. Finance and Stochastics, 21(2):361-396, 2017. [doi]
@article{JiaoKT17,
title = {Hedging under multiple risk constraints},
author = {Ying Jiao and Olivier Klopfenstein and Peter Tankov},
year = {2017},
doi = {10.1007/s00780-017-0326-6},
url = {http://dx.doi.org/10.1007/s00780-017-0326-6},
researchr = {https://researchr.org/publication/JiaoKT17},
cites = {0},
citedby = {0},
journal = {Finance and Stochastics},
volume = {21},
number = {2},
pages = {361-396},
}