"Sharpe-ratio pricing and hedging of contingent claims in incomplete ..."

Mustafa Ç. Pinar (2008)

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DOI: 10.1016/J.AUTOMATICA.2007.11.006

access: closed

type: Journal Article

metadata version: 2020-02-20

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Mustafa Ç. Pinar:
Sharpe-ratio pricing and hedging of contingent claims in incomplete markets by convex programming. Autom. 44(8): 2063-2073 (2008)

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