This article is cited in 4 papers

Developing Systems

Sequential hedging of an option position: analysis and refinement

V. A. Guberniev, A. I. Kibzun

Moscow Aviation Institute (State University of Aerospace Technologies)

UDC: 519.213


Received: 10.03.1998

 English version: Automation and Remote Control, 1999, 60:1, 92–113

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