Hedging Derivatives on Two Assets with Model Risk
Crossref DOI link: https://doi.org/10.1007/s10690-019-09283-3
Published Online: 2019-10-29
Published Print: 2020-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Matsumoto, Koichi
Shimizu, Keita
Funding for this research was provided by:
Japan Society for the Promotion of Science (15K03544)
Text and Data Mining valid from 2019-10-29
Version of Record valid from 2019-10-29
Article History
First Online: 29 October 2019