Robust one-period option hedging

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@article{ba8b6fe9a2ec455db24538d4bab19eda,

title = "Robust one-period option hedging",

author = "F. Lutgens and J.F. Sturm and A. Kolen",

note = "DP 2002-114",

year = "2006",

language = "English",

volume = "54",

pages = "1051--1062",

journal = "Operations Research",

issn = "0030-364X",

publisher = "INFORMS Institute for Operations Research and the Management Sciences",

number = "6",

}