Alternative hedging in a discrete-time incomplete market
Norman Josephy, Lucia Kimball and Victoria Steblovskaya
| Year of publication: |
2013
|
|---|---|
| Authors: | Josephy, Norman H. ; Kimball, Lucia ; Steblovskaya, Victoria |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 16.2013/2014, 1, p. 85-117
|
| Subject: | Hedging | Market risk | Original research | Theorie | Theory | Unvollkommener Markt | Incomplete market | Risikomanagement | Risk management | Marktrisiko |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOR.2013.268 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013262917