Robust one-period option hedging

F. Lutgens, J.F. Sturm, A. Kolen

Research output: Contribution to journalArticleScientificpeer-review

10 Citations (Scopus)
Original languageEnglish
Pages (from-to)1051-1062
JournalOperations Research
Volume54
Issue number6
Publication statusPublished - 2006

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