Computation of portfolio hedging strategies using a reduced Monge-Ampère equation : proceedings of the 20th International Conference on Computing in Economics and Finance, Oslo, June 22-24, 2014
2014
Détails
Titre
Computation of portfolio hedging strategies using a reduced Monge-Ampère equation : proceedings of the 20th International Conference on Computing in Economics and Finance, Oslo, June 22-24, 2014
Auteur(s)/ trice(s)
Caboussat, Alexandre
Date
2014-06
Publié dans
In : Proceedings of the 20th International Conference on Computing in Economics. [S.l.] : The Society for Computational Economics, 2014. 13 p.
Domaine
Economie et Services
Ecole
HEG - Genève
Le document apparaît dans
Documents de conférences
Global
Global