Dynamic hedging in incomplete markets : a simple solution

Suleyman Basak and Georgy Chabakauri

Year of publication:	2011
Authors:	Başak, Suleyman ; Chabakauri, Georgy
Publisher:	London : Centre for Economic Policy Research
Subject:	Portfolio-Management \| Portfolio selection \| Hedging \| Unvollkommener Markt \| Incomplete market \| Black-Scholes-Modell \| Black-Scholes model \| Theorie \| Theory

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