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Option pricing and hedging with minimum local expected shortfall 

Authors: Benoit Pochart ^a; Jean-Philippe Bouchaud ^bc

Affiliations:	a Centre de Mathmatiques Appliques, France
	b Service de Physique de I'Etat Condens, centre D'tudes de Saclay, Gif-sur-Yvette, France
	c Science & Finance, Capital Fund Management, Paris, France

DOI: 10.1080/14697680400000042

Publication Frequency: 8 issues per year

Published in: Quantitative Finance, Volume 4, Issue 5 October 2004 , pages 607 - 618

Subjects: Applied Mathematics; Business Mathematics; Finance & Accounting; Financial Mathematics;

Number of References: 37

Formats available: PDF (English)

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