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Risk measure pricing and hedging in incomplete markets
Xu, Mingxin
- In:
Annals of Finance
2
(
2006
)
1
,
pp. 51-71
Persistent link: https://www.econbiz.de/10005542182
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Risk Measure Pricing and Hedging in Incomplete Markets
Xu, Mingxin
-
EconWPA
-
2004
by minimizing a convex measure of risk. We will give the definition of
risk-efficient
options
and confirm that options …
Persistent link: https://www.econbiz.de/10005134826
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