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Optimization
A Journal of Mathematical Programming and Operations Research
Volume 61, 2012 - Issue 4: 24th Mini-EURO Conference on Continuous Optimization and Information-Based Technologies in the Financial Sector, Izmir, Turkey, June 23-26, 2010. Guest Editors: Refail Kasimbeyli, Gerhard-Wilhelm Weber and Cemali Dinçer
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Original Articles

A dual representation of gain–loss hedging for European claims in discrete time

Mustafa Ç. Pınar Department of Industrial Engineering, Bilkent University, 06800 Bilkent, Ankara, TurkeyCorrespondence[email protected]
Pages 361-372 | Received 02 Dec 2010, Accepted 26 Jan 2012, Published online: 22 Mar 2012

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