@inProceedings{Tarnopolskaya2011,
author = "T. Tarnopolskaya
 and Z. Zhu",
title = "CVaR-minimising hedging by a smoothing method",
series = "ANZIAM J.",
volume = "52",
pages = "C237--C256",
year = 2011,
booktitle = "Proceedings of the 15th Biennial Computational Techniques and Applications Conference, CTAC-2010",
editor = "W. McLean  and A. J. Roberts",
month = jun,
note = "\url {http://anziamj.austms.org.au/ojs/index.php/ANZIAMJ/article/view/3942} [June 16, 2011]",
keywords = "hedging, CVaR-minimisation, smoothing method",
subjclass = "94M30",
}