Sampled control for mean-variance hedging in a jump diffusion financial market (2010)
Costa, Oswaldo Luiz do Valle 
; Maiali, André Cury; Pinto, Afonso de C.
Source: IEEE transactions on automatic control. Unidade: EP
Subjects: MERCADO FINANCEIRO, CONTROLE ÓTIMO, OPÇÕES FINANCEIRAS
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ABNT
COSTA, Oswaldo Luiz do Valle e MAIALI, André Cury e PINTO, Afonso de C. Sampled control for mean-variance hedging in a jump diffusion financial market. IEEE transactions on automatic control, n. 7, p. 1704 - 1709, 2010Tradução . . Disponível em: https://doi.org/10.1109/cdc.2009.5400676. Acesso em: 03 out. 2024.APA
Costa, O. L. do V., Maiali, A. C., & Pinto, A. de C. (2010). Sampled control for mean-variance hedging in a jump diffusion financial market. IEEE transactions on automatic control, ( 7), 1704 - 1709. doi:10.1109/cdc.2009.5400676NLM
Costa OL do V, Maiali AC, Pinto A de C. Sampled control for mean-variance hedging in a jump diffusion financial market [Internet]. IEEE transactions on automatic control. 2010 ;( 7): 1704 - 1709.[citado 2024 out. 03 ] Available from: https://doi.org/10.1109/cdc.2009.5400676Vancouver
Costa OL do V, Maiali AC, Pinto A de C. Sampled control for mean-variance hedging in a jump diffusion financial market [Internet]. IEEE transactions on automatic control. 2010 ;( 7): 1704 - 1709.[citado 2024 out. 03 ] Available from: https://doi.org/10.1109/cdc.2009.5400676
