Effectiveness of Hedging Strategies under Model Misspecification and Trading Restrictions
Year of publication: |
2002-05
|
---|---|
Authors: | Dudenhausen, Antje |
Institutions: | University of Bonn, Germany |
Subject: | Incomplete markets | model misspecification | trading restrictions | hedging | super-hedging | martingale measure | duplication costs | discretisation costs |
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