A proposed fuzzy optimal control model to minimise target tracking error in a dynamic hedging problem with a multi-asset, best-of option
journal contribution
posted on 2023-05-29, 05:10 authored by Sukanto BhattacharyaSukanto Bhattacharya, Mohammad KhoshnevisanA proposed fuzzy optimal control model to minimise target tracking error in a dynamic hedging problem with a multi-asset, best-of option
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Journal
JOURNAL OF ASSET MANAGEMENTVolume
6Pagination
136-140Publisher DOI
ISSN
1470-8272eISSN
1479-179XLanguage
EnglishPublication classification
C1.1 Refereed article in a scholarly journalIssue
2Publisher
PALGRAVE MACMILLAN LTDPublication URL
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