Optimal hedging via large deviation Journal Article

Overview

CU Boulder Authors

• Stutzer, Michael \"Iron Mike\"

publication date

• August 1, 2013

has restriction

• closed

Date in CU Experts

• October 21, 2013 3:20 AM

Full Author List

• Stutzer M

author count

• 1

citation count

• 1

published in

• Physica A: Statistical Mechanics and its Applications  Journal

Other Profiles

International Standard Serial Number (ISSN)

• 0378-4371

Electronic International Standard Serial Number (EISSN)

• 1873-2119

Digital Object Identifier (DOI)

• https://doi.org/10.1016/j.physa.2013.03.022

Additional Document Info

start page

• 3177

end page

• 3182

volume

• 392

issue

• 15