Pricing and hedging of multi type contracts under multidimensional risks in incomplete markets modeled by general Itŝ SDE systems
Srdjan D. Stojanovic
| Year of publication: |
2007
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|---|---|
| Authors: | Stojanovic, Srdjan |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 13.2006, 4, p. 345-372
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| Subject: | Risikoprämie | Risk premium | Hedging | Unvollkommener Markt | Incomplete market | CAPM |
| 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/10003609516