Generalized stochastic target problems for pricing and partial hedging under loss constraints : application in optimal book liquidation
Bruno Bouchard; Ngoc-Minh Dang
| Year of publication: |
2013
|
|---|---|
| Authors: | Bouchard, Bruno ; Dang, Ngoc-minh |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 17.2013, 1, p. 31-72
|
| Subject: | Hedging | Theorie | Theory | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process |
| 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://ebvufind01.dmz1.zbw.eu/10009682291