@inproceedings{944fdc8f8f61482582dca7616556a6a8,

title = "Adaptive mean-variance hedging of bond options with stochastic risk term",

keywords = "MSC-91G20, EWI-22255",

author = "ShinIchi Aihara and Arunabha Bagchi",

year = "2011",

language = "Undefined",

isbn = "978-4-915740-52-7",

pages = "134--139",

booktitle = "Proceedings of the 42nd ISCIE International Symposium on Stochastic Systems Theory and its Applications (SSS'10)",

publisher = "The Institute of Systems, Control and Information Engineers (ISCIE)",

note = "null ; Conference date: 26-11-2010 Through 27-11-2010",

}