On hedging in finite security markets

Author： Florio Silvia Runggaldier Wolfgang J.

ISSN： 1466-4313

Source： Applied Mathematical Finance, Vol.6, Iss.3, 1999-09, pp. : 159-176

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

Related content

Convex Hedging in Incomplete Markets

By Rudloff Birgit

Applied Mathematical Finance, Vol. 14, Iss. 5, 2007-12 ,pp. : 437-452

Routledge Ltd

Access to resources Recommend Favorite

Hedging of game options in discrete markets with transaction costs

By Kifer Yuri

Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 85, Iss. 4, 2013-08 ,pp. : 667-681

Taylor & Francis Ltd

Access to resources Recommend Favorite

Partial Hedging in Financial Markets with a Large Agent

By Choi Jungmin Jonsson Mattias

Applied Mathematical Finance, Vol. 16, Iss. 4, 2009-01 ,pp. : 331-346

Routledge Ltd

Access to resources Recommend Favorite

Numerical analysis for Spread option pricing model of markets with finite liquidity: first-order feedback model

International Journal of Computer Mathematics, Vol. 91, Iss. 12, 2014-12 ,pp. : 2603-2620

Taylor & Francis Ltd

Access to resources Recommend Favorite

Hedging Point Policy Improvement

By Boukas E.K.

Journal of Optimization Theory and Applications, Vol. 97, Iss. 1, 1998-04 ,pp. : 47-70

Springer Publishing Company

Access to resources Recommend Favorite