Risk measure pricing and hedging in incomplete markets
Mingxin Xu
| Year of publication: |
2006
|
|---|---|
| Authors: | Xu, Mingxin |
| Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 2.2006, 1, p. 51-71
|
| Subject: | Derivat | Derivative | Hedging | Unvollkommener Markt | Incomplete market | Theorie | Theory | Risikomaß | Risk measure | Martingal | Martingale |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003229733