Optimal hedging in incomplete markets
George Bouzianis and Lane P. Hughston
| Year of publication: |
2020
|
|---|---|
| Authors: | Bouzianis, George ; Hughston, Lane P. |
| Subject: | Brownian motion | hedge ratios | Incomplete markets | Lévy measures | Lévy processes | Lévy-Ito processes | Poisson random measure | pricing kernels | simulations | Unvollkommener Markt | Incomplete market | Hedging | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Portfolio-Management | Portfolio selection | Simulation | Derivat | Derivative |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1350486X.2020.1819831 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012425323