Tractable hedging with additional hedge instruments
| Year of publication: |
2011
|
|---|---|
| Authors: | Branger, Nicole ; Mahayni, Antje |
| Published in: |
Review of Derivatives Research. - Springer. - Vol. 14.2011, 1, p. 85-114
|
| Publisher: |
Springer |
| Subject: | Stochastic volatility | Robust hedging | Tractable hedging | Uncertain volatility model | Additional hedge instrument | Coherent risk measure |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008926020