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]
@inproceedings{SubramanianB15,
title = {Discrete-Time Quadratic-Optimal Hedging Strategies for European Contingent Claims},
author = {Easwar Subramanian and Sanjay P. Bhat},
year = {2015},
doi = {10.1109/SSCI.2015.249},
url = {http://dx.doi.org/10.1109/SSCI.2015.249},
researchr = {https://researchr.org/publication/SubramanianB15},
cites = {0},
citedby = {0},
pages = {1786-1793},
booktitle = {IEEE Symposium Series on Computational Intelligence, SSCI 2015, Cape Town, South Africa, December 7-10, 2015},
publisher = {IEEE},
isbn = {978-1-4799-7560-0},
}