Optimal dynamic hedging in incomplete futures markets
Abraham Lioui ; Pascal Nguyen Duc Trong ; Patrice Poncet
| Year of publication: |
1996
|
|---|---|
| Authors: | Lioui, Abraham |
| Other Persons: | Nguyen, Pascal (contributor) ; Poncet, Patrice (contributor) |
| Published in: |
The Geneva papers on risk and insurance theory. - Boston, Mass. [u.a.] : Kluwer Acad. Publ., ISSN 0926-4957, ZDB-ID 1130377-3. - Vol. 21.1996, 1, p. 103-122
|
| Subject: | Derivat | Derivative | Hedging | Unvollkommener Markt | Incomplete market | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Series: | |
|---|---|
| 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/10001334890