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Publication details

Document type
Journal articles

Document subtype
Full paper

Title
Robust hedging strategies

Participants in the publication
Raquel J. Fonseca (Author)
Dep. Estatística e Investigação Operacional
 CMAFcIO
 Berç Rustem (Author)

Date of Publication
2012-11

Where published
Computers & Operations Research

Publication Identifiers
ISSN - 0305-0548

Publisher
Elsevier BV

Volume
39
Number
11

Number of pages
8
Starting page
2528
Last page
2536

Document Identifiers
DOI - https://doi.org/10.1016/j.cor.2011.12.021
URL - http://dx.doi.org/10.1016/j.cor.2011.12.021


Export

APA
Raquel J. Fonseca, Berç Rustem, (2012). Robust hedging strategies. Computers & Operations Research, 39, 2528-2536. ISSN 0305-0548. eISSN . http://dx.doi.org/10.1016/j.cor.2011.12.021

IEEE
Raquel J. Fonseca, Berç Rustem, "Robust hedging strategies" in Computers & Operations Research, vol. 39, pp. 2528-2536, 2012. 10.1016/j.cor.2011.12.021

BIBTEX
@article{39256, author = {Raquel J. Fonseca and Berç Rustem}, title = {Robust hedging strategies}, journal = {Computers & Operations Research}, year = 2012, pages = {2528-2536}, volume = 39 }