Exponential hedging and entropic penalties

Delbaen, Freddy; Grandits, Peter; Rheinlander, Thorsten; Samperi, Domenick; Schweizer, Martin; and Stricker, Christophe (2002) Exponential hedging and entropic penalties. Mathematical Finance, 12 (2). pp. 99-123. ISSN 0960-1627
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Item Type Article
Departments Statistics
DOI 10.1111/1467-9965.02001
Date Deposited 28 Oct 2008 09:35
URI https://researchonline.lse.ac.uk/id/eprint/16346

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