Hedging contingent claims on semimartingales
Year of publication: |
1999
|
---|---|
Authors: | Jarrow, Robert ; Madan, Dilip B. |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 3.1999, 1, p. 111-134
|
Subject: | Portfolio-Management | Portfolio selection | Hedging | CAPM | Theorie | Theory |
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