"Hedging under multiple risk constraints."

Ying Jiao, Olivier Klopfenstein, Peter Tankov (2017)

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DOI: 10.1007/S00780-017-0326-6

access: closed

type: Journal Article

metadata version: 2020-07-22

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Ying Jiao, Olivier Klopfenstein, Peter Tankov:
Hedging under multiple risk constraints. Finance Stochastics 21(2): 361-396 (2017)

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