On Quadratic Cost Criteria for Option Hedging

• 1 February 1994
• journal article
• Published by Institute for Operations Research and the Management Sciences (INFORMS) in Mathematics of Operations Research
• Vol. 19  (1) , 121-131
• https://doi.org/10.1287/moor.19.1.121

Abstract

Keywords

• OPTION HEDGING
• QUADRATIC COST CRITERION