Dynamic hedging with stochastic differential utility
Rodrigo de Losso da Silveira Bueno
| Year of publication: |
2006
|
|---|---|
| Authors: | De-Losso, Rodrigo |
| Published in: |
Brazilian review of econometrics : the review of the Brazilian Econometric Society. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1980-2447, ZDB-ID 2125187-3. - Vol. 26.2006, 2, p. 257-289
|
| Subject: | Hedging | Theorie | Theory | Portfolio-Management | Portfolio selection | Nutzen | Utility | Risiko | Risk |
| 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/10003590621