Hedging of contingent claims under incomplete information
Year of publication: |
1990
|
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Authors: | Föllmer, Hans ; Schweizer, Martin |
Institutions: | Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn (contributor) |
Publisher: |
Bonn : Sonderforschungsbereich 303, Univ. |
Subject: | Theorie | Theory | Unvollkommene Information | Incomplete information | Hedging |
Extent: | 22 S |
---|---|
Series: | Discussion paper / B. - Bonn : Univ. Sonderforschungsbereich 303, ZDB-ID 54757-8. |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Auch in: Applied stochastic analysis ; 1990 |
Source: | ECONIS - Online Catalogue of the ZBW |
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