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.
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 Record created 2015-01-29, last modified 2019-04-11

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