Peter Lindberg. Optimal partial hedging in a discrete-time market as a knapsack problem. Math. Meth. of OR, 72(3):433-451, 2010. [doi]
@article{Lindberg10-0,
title = {Optimal partial hedging in a discrete-time market as a knapsack problem},
author = {Peter Lindberg},
year = {2010},
doi = {10.1007/s00186-010-0327-0},
url = {http://dx.doi.org/10.1007/s00186-010-0327-0},
researchr = {https://researchr.org/publication/Lindberg10-0},
cites = {0},
citedby = {0},
journal = {Math. Meth. of OR},
volume = {72},
number = {3},
pages = {433-451},
}