![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Author: Dolinsky Yan Kifer Yuri
Publisher: Taylor & Francis Ltd
ISSN: 1744-2508
Source: Stochastics: An International Journal of Probability and Stochastic Processes, Vol.79, Iss.1-2, 2007-02, pp. : 169-195
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Hedging Large Portfolios of Options in Discrete Time
By Peeters B. Dert C. L. Lucas A.
Applied Mathematical Finance, Vol. 15, Iss. 3, 2008-06 ,pp. :
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Dynamic programming and mean-variance hedging in discrete time
By Černý Aleš
Applied Mathematical Finance, Vol. 11, Iss. 1, 2004-03 ,pp. :
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
L2-discrete hedging in a continuous-time model
By Trabelsi Faouzi Trad Abdelhamid
Applied Mathematical Finance, Vol. 9, Iss. 3, 2002-09 ,pp. :