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    AUTOMATICA
    2008
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    Sharpe-ratio pricing and hedging of contingent claims in incomplete markets by convex programming

    13 years 11 months ago
    Sharpe-ratio pricing and hedging of contingent claims in incomplete markets by convex programming
    Download  www.ie.bilkent.edu.tr
    Mustafa Ç. Pinar
    claim paper
    Added 08 Dec 2010
    Updated 08 Dec 2010
    Type Journal
    Year 2008
    Where AUTOMATICA
    Authors Mustafa Ç. Pinar
    Comments (0)
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