Discrete-Time Quadratic-Optimal Hedging Strategies for European Contingent Claims

Easwar Subramanian, Sanjay P. Bhat. Discrete-Time Quadratic-Optimal Hedging Strategies for European Contingent Claims. In IEEE Symposium Series on Computational Intelligence, SSCI 2015, Cape Town, South Africa, December 7-10, 2015. pages 1786-1793, IEEE, 2015. [doi]

Authors

Easwar Subramanian

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Sanjay P. Bhat

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