Optimal Dynamic Hedging in Incomplete Futures Markets
Year of publication: |
[2010]
|
---|---|
Authors: | Lioui, Abraham |
Other Persons: | Trong, Pascal Nguyen Duc (contributor) ; Poncet, Patrice (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Notes: | In: THE GENEVA PAPERS ON RISK AND INSURANCE THEORY, Vol. 21 No. 1, June 1996 Volltext nicht verfügbar |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; D8 - Information and Uncertainty |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Insider Trading in Credit Derivatives
Acharya, Viral V., (2006)
-
Insider Trading in Credit Derivatives
Acharya, Viral V., (2006)
-
The Information Content of Cross-Market Deviations in Option Prices and Credit Default Swap Spreads
Angelopoulos, Georgios, (2020)
- More ...
-
Optimal dynamic hedging in incomplete futures markets
Lioui, Abraham, (1996)
-
Optimal Dynamic Hedging in Incomplete Futures Markets
Lioui, Abraham, (1996)
-
International Asset Allocation: A New Perspective
Lioui, Abraham, (2001)
- More ...