Work

Discrete hedging under piecewise linear risk minimization

Year: 2003

Type: article

Source: The Journal of Risk

DOI: 10.21314/jor.2003.079

Authors: Thomas Coleman, Yuying Li, Maria-Cristina Patron

Institution: Cornell University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2171461937

FWCI: 3.203

Cites: 10

Cited by: 19

Related to: 10