Misspecified asset price models and robust hedging strategies

Author: Adviti Hyungsok Ahn   Swindle Glen  

Publisher: Routledge Ltd

ISSN: 1466-4313

Source: Applied Mathematical Finance, Vol.4, Iss.1, 1997-03, pp. : 21-36

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract