Dynamic conic hedging for competitiveness
Year of publication: |
September 2016
|
---|---|
Authors: | Madan, Dilip B. ; Pistorius, Martijn ; Schoutens, Wim |
Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 10.2016, 4, p. 405-439
|
Subject: | Static and semi static hedging | Nonlinear expectation | Variance gamma model | Distorted expectation | Hedging | Theorie | Theory | Erwartungsbildung | Expectation formation |
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