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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
Caboussat, Alexandre
2014
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Titre
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
Auteur(s)/ trice(s)
Caboussat, Alexandre
Date
2014-06
Publié dans
In : Proceedings of the 20th International Conference on Computing in Economics. [S.l.] : The Society for Computational Economics, 2014. 13 p.
Domaine
Economie et Services
Ecole
HEG - Genève
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