Hedging for the Long Run
Year of publication: |
2008-02-01
|
---|---|
Authors: | Platen, Eckhard ; Hulley, Hardy |
Institutions: | Finance Discipline Group, Business School |
Subject: | long-dated claims | risk-neutral pricing | real-world pricing | arbitrage | minimal market model | squared Bessel processes | hedge simulations | asset price bubbles |
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