Optimal hedging in incomplete markets
George Bouzianis and Lane P. Hughston
| Year of publication: |
2020
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|---|---|
| Authors: | Bouzianis, George ; Hughston, Lane P. |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1466-4313, ZDB-ID 2004159-7. - Vol. 27.2020, 4, p. 265-287
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| 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 | Derivat | Derivative | Portfolio-Management | Portfolio selection | Martingal | Martingale | Simulation |
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