Delbaen, Freddy, Grandits, Peter, Rheinlander, Thorsten, Samperi, Domenick, Schweizer, Martin and Stricker, Christophe (2002) Exponential hedging and entropic penalties. Mathematical Finance, 12 (2). pp. 99-123. ISSN 0960-1627
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Identification Number: 10.1111/1467-9965.02001
Item Type: | Article |
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Official URL: | http://www.blackwellpublishing.com/journal.asp?ref... |
Additional Information: | © 2002 Blackwell Publishing |
Divisions: | Statistics |
Subjects: | Q Science > QA Mathematics |
Date Deposited: | 28 Oct 2008 09:35 |
Last Modified: | 11 Aug 2024 23:57 |
URI: | http://eprints.lse.ac.uk/id/eprint/16346 |
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