Exponential hedging and entropic penalties
Delbaen, F., Grandits, P., Rheinlander, T., Samperi, D., Schweizer, M. & Stricker, C.
(2002).
Exponential hedging and entropic penalties.
Mathematical Finance,
12(2), 99-123.
https://doi.org/10.1111/1467-9965.02001
| Item Type | Article |
|---|---|
| Copyright holders | © 2002 Blackwell Publishing |
| Departments | LSE > Academic Departments > Statistics |
| DOI | 10.1111/1467-9965.02001 |
| Date Deposited | 28 Oct 2008 |
| URI | https://researchonline.lse.ac.uk/id/eprint/16346 |
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