LSE creators
Number of items: 1.
2002
Delbaen, Freddy, Grandits, Peter, Rheinlander, Thorsten, Samperi, Domenick, Schweizer, Martin, Stricker, Christophe
(2002).
Exponential hedging and entropic penalties.
Mathematical Finance,
12(2), 99-123.
https://doi.org/10.1111/1467-9965.02001