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A 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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posted on 2023-05-29, 05:10 authored by Sukanto BhattacharyaSukanto Bhattacharya, Mohammad Khoshnevisan
A 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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