Hedging American contingent claims with constrained portfolios
Year of publication: |
1998
|
---|---|
Authors: | Karatzas, Ioannis |
Other Persons: | Kou, Steven (contributor) |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 2.1998, 3, p. 215-258
|
Subject: | Hedging | CAPM | Theorie | Theory |
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