Dynamic Programming and Hedging Strategies in Discrete Time.

Bibliographic Details
Title: Dynamic Programming and Hedging Strategies in Discrete Time.
Authors: Huang, Shih-Feng, Guo, Meihui
Source: Handbook of Computational Finance; 2012, p605-631, 27p
DOI: 10.1007/978-3-642-17254-0_22
Database: Complementary Index