Performance of hedging strategies in interval models

B. Roorda, J.C. Engwerda, J.M. Schumacher

Research output: Contribution to journal › Article › Scientific › peer-review

Cite this

@article{91a784647eb241fb9ce9814bd3fda707,

title = "Performance of hedging strategies in interval models",

author = "B. Roorda and J.C. Engwerda and J.M. Schumacher",

year = "2005",

language = "English",

volume = "41",

pages = "575--592",

journal = "Kybernetica",

issn = "1805-949X",

publisher = "Academy of Sciences of the Czech Republic",

number = "5",

}