Title of article :
Optimal hedging strategies for multi-period guarantees in the presence of transaction costs: A stochastic programming approach
Author/Authors :
Stein-Erik Fleten، نويسنده , , Snorre Lindset، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2008
Keywords :
Transaction costs , Multi-period guarantee , Optimal hedging strategies , stochastic programming
Journal title :
European Journal of Operational Research
Journal title :
European Journal of Operational Research
