Dynamic hedging in incomplete markets : a simple solution
Suleyman Basak; Georgy Chabakauri
| Year of publication: |
2012
|
|---|---|
| Authors: | Başak, Suleyman ; Chabakauri, Georgy |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 25.2012, 6, p. 1845-1896
|
| Subject: | Portfolio-Management | Portfolio selection | Hedging | Unvollkommener Markt | Incomplete market | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009571749