Convex hedging of non-superreplicable claims in discrete-time market models
Tomasz J. Tkalinski
| Year of publication: |
2014
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|---|---|
| Authors: | Tkalinski, Tomasz J. |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 79.2014, 2, p. 239-252
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| Subject: | Discrete-time market model | Incomplete market | Contingent claim | Hedging | Efficient hedging | Convex measure of risk | Unvollkommener Markt | Optionspreistheorie | Option pricing theory | CAPM | Risiko | Risk | Portfolio-Management | Portfolio selection | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010347953