Coherent risk measure for derivatives under black-scholes economy with regime switching
Year of publication: |
2011
|
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Authors: | Hao, Fangcheng ; Yang, Hailiang |
Published in: |
Managerial finance. - Bingley : Emerald Group Publishing Limited, ISSN 0307-4358, ZDB-ID 750561-9. - Vol. 37.2011, 11, p. 1011-1024
|
Subject: | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Hedging | Optionsgeschäft | Option trading | Theorie | Theory |
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