Rational hedging and valuation with utility-based preferences

vorgelegt von Dirk Becherer

Year of publication:	2001 ; [Elektronische Ressource]
Other Persons:	Becherer, Dirk (contributor)
Subject:	Portfolio-Management \| Portfolio selection \| Optionspreistheorie \| Option pricing theory \| Hedging \| Erwartungsnutzen \| Expected utility \| Dynamische Optimierung \| Dynamic programming \| Stochastischer Prozess \| Stochastic process \| Analysis \| Mathematical analysis \| Theorie \| Theory \| Stochastische Analysis \| Finanzmathematik

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