Pricing and hedging of multi type contracts under multidimensional risks in incomplete markets modeled by general Itŝ SDE systems
Year of publication: |
2007
|
---|---|
Authors: | Stojanovic, Srdjan |
Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 13.2006, 4, p. 345-372
|
Subject: | Risikoprämie | Risk premium | Hedging | Unvollkommener Markt | Incomplete market | CAPM |
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