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"Replicating Portfolios: \(\mathscr {L}^1\) Versus \(\mathscr {L}^2\) ..."

Jan Natolski, Ralf Werner (2015)

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DOI: 10.1007/978-3-319-42902-1_72

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-02

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  dblp key:
  - conf/or/NatolskiW15
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Jan Natolski, Ralf Werner:
Replicating Portfolios: \(\mathscr {L}^1\) Versus \(\mathscr {L}^2\) Optimization. OR 2015: 533-538

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