Efficient hedging: cost versus shortfall risk
Year of publication: |
2000
|
---|---|
Authors: | Föllmer, Hans ; Leukert, Peter |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 4.2000, 2, p. 117-146
|
Subject: | Hedging | Strategie | Strategy | Risikomanagement | Risk management | Effizienz | Efficiency | Theorie | Theory |
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