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
2014
Einzelheiten
Titel
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
Autor(en)/ in(nen)
Caboussat, Alexandre
Datum
2014-06
Veröffentlich in
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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