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"Nonquadratic Local Risk-Minimization for Hedging Contingent Claims in ..."

Frédéric Abergel, Nicolas Millot (2011)

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DOI: 10.1137/100803079

access: closed

type: Journal Article

metadata version: 2017-05-17

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Frédéric Abergel, Nicolas Millot:
Nonquadratic Local Risk-Minimization for Hedging Contingent Claims in Incomplete Markets. SIAM J. Financial Math. 2(1): 342-356 (2011)

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