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Exponential hedging and entropic penalties

Delbaen, Freddy and Grandits, Peter and Rheinlander, Thorsten and Samperi, Domenick and 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
Official URL: http://www.blackwellpublishing.com/journal.asp?ref...
Additional Information: © 2002 Blackwell Publishing
Subjects: Q Science > QA Mathematics
Sets: Departments > Statistics
Date Deposited: 28 Oct 2008 09:35
Last Modified: 01 Oct 2010 09:08
URI: http://eprints.lse.ac.uk/id/eprint/16346

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