2024-03-28T13:14:13Z
https://oai.zbmath.org/v1/
oai:zbmath.org:7080144
2019-07-12T12:39:37Z
62
91
Augustyniak, Maciej; Godin, Frédéric; Simard, Clarence
2019
7080144
English
Elsevier, Amsterdam
https://zbmath.org/07080144
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J. Econ. Dyn. Control 104, 111-131 (2019).
91G20; 62P05; 62M10
A profitable modification to global quadratic hedging
j