Partial hedging for equity-linked products using risk-minimizing strategies
Patrice Gaillardetz and Mehran Moghtadai
| Year of publication: |
2017
|
|---|---|
| Authors: | Gaillardetz, Patrice ; Moghtadai, Mehran |
| Published in: |
North American actuarial journal. - Philadelphia, Pa. : Taylor & Francis, ISSN 1092-0277, ZDB-ID 1380138-7. - Vol. 21.2017, 4, p. 580-593
|
| Subject: | Hedging | Portfolio-Management | Portfolio selection | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/10920277.2017.1318707 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011858646