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Robust one-period option hedging

Lutgens,F.
; 
Sturm,J.F.
; 
Kolen,A.
Abstract
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DP 2002-114
Date
2006
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Tilburg University Research Output Collection
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Citation
Lutgens, F, Sturm, J F & Kolen, A 2006, 'Robust one-period option hedging', Operations Research, vol. 54, no. 6, pp. 1051-1062.
URI
https://hdl.handle.net/20.500.14602/46025
License
info:eu-repo/semantics/restrictedAccess
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