Partial Hedging in Financial Markets with a Large Agent

ISSN： 1466-4313

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

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

Asymptotic pricing in large financial markets

By Baran Michał

Mathematical Methods of Operations Research, Vol. 66, Iss. 1, 2007-08 ,pp. : 1-20

Springer Publishing Company

Access to resources Recommend Favorite

On hedging in finite security markets

By Florio Silvia Runggaldier Wolfgang J.

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

Routledge Ltd

Access to resources Recommend Favorite

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 costs for two large investors

By Adachi Takashi

Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 83, Iss. 2, 2011-04 ,pp. : 153-178

Taylor & Francis Ltd

Access to resources Recommend Favorite

Minimal agent based model for financial markets I: Origin and self-organization of stylized facts

By Alfi V.

The European Physical Journal B - Condensed Matter, Vol. 67, Iss. 3, 2009-02 ,pp. : 385-397

Springer Publishing Company

Access to resources Recommend Favorite