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

Faculty:
Economie et Services
School:
HEG - Genève
Subject(s):
Economie/gestion
Date:
2014
Published in:
In : Proceedings of the 20th International Conference on Computing in Economics. [S.l.] : The Society for Computational Economics, 2014. 13 p.
Appears in Collection: