Hedging under multiple risk constraints
Crossref DOI link: https://doi.org/10.1007/s00780-017-0326-6
Published Online: 2017-03-13
Published Print: 2017-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Jiao, Ying
Klopfenstein, Olivier
Tankov, Peter
License valid from 2017-03-13