Dynamic Hedging in Incomplete Markets: A Simple Solution

plausible economic environments. We also show that our results can be applied to portfolio management with tracking-error.

Year of publication:	2009
Authors:	chabakauri, Georgy ; Basak, Suleyman
Institutions:	Society for Economic Dynamics - SED

Extent:	application/pdf
Series:	2009 Meeting Papers.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series 2009 SED Meeting Papers Number 594
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011080535