ORPIT: A Matlab Toolbox for Option Replication and Portfolio Insurance in Incomplete Markets
Crossref DOI link: https://doi.org/10.1007/s10614-019-09936-5
Published Online: 2019-10-29
Published Print: 2020-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Katsikis, Vasilios N. https://orcid.org/0000-0002-8208-9656
Mourtas, Spyridon D.
Text and Data Mining valid from 2019-10-29
Version of Record valid from 2019-10-29
Article History
Accepted: 3 October 2019
First Online: 29 October 2019