Discrete Hedging in the Mean/Variance Model for European Call Options
Crossref DOI link: https://doi.org/10.1007/s10958-017-3589-8
Published Online: 2017-10-10
Published Print: 2017-11
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Nikulin, V. N.
License valid from 2017-10-10