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000000512 245__ $$aComputation of portfolio hedging strategies using a reduced Monge-Ampère equation :$$bproceedings of the 20th International Conference on Computing in Economics and Finance, Oslo, June 22-24, 2014
000000512 260__ $$c2014
000000512 269__ $$a2014-06
000000512 506__ $$avisible
000000512 592__ $$aHEG - Genève
000000512 592__ $$cEconomie et Services
000000512 700__ $$6http://www.hesge.ch/heg/annuaire/alexandre-caboussat$$aCaboussat, Alexandre
000000512 773__ $$tIn : Proceedings of the 20th International Conference on Computing in Economics. [S.l.] : The Society for Computational Economics, 2014. 13 p.
000000512 8564_ $$s1061371$$uhttp://hesso.tind.io/record/512/files/CABOUSSAT_2014_computation_of_portfolio.pdf
000000512 906__ $$aNONE
000000512 909CO $$ooai:hesso.tind.io:512$$pHEG_GE_CONFERENCE$$pGLOBAL_SET
000000512 960__ $$aIn : Proceedings of the 20th International Conference on Computing in Economics. [S.l.] : The Society for Computational Economics, 2014. 13 p.
000000512 980__ $$aconference
000000512 980__ $$aMIG