Properties of Optimal Smooth Functions in Additive Models for Hedging Multivariate Derivatives

• YAMADA, Yuji

Journal

• Asia-Pacific financial markets

  Asia-Pacific financial markets 19 (2), 149-179, 2012-05

  Springer Japan

Details

• CRID: 1050001202560407040
• NII Article ID: 120007129185
• NII Book ID: AA11224457
• HANDLE: 2241/00146062
• ISSN: 13872834
• Web Site: https://tsukuba.repo.nii.ac.jp/records/41113
• Text Lang: en
• Article Type: journal article
• Data Source:
  • IRDB
  • CiNii Articles