Dynamic complex hedging in additive markets (Q2994843): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q2485818 |
||
| Property / author | |||
| Property / author: João M. E. Guerra / rank | |||
Revision as of 14:25, 1 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic complex hedging in additive markets |
scientific article |
Statements
Dynamic complex hedging in additive markets (English)
0 references
29 April 2011
0 references
incomplete markets
0 references
mathematics of finance
0 references
derivatives hedging
0 references
insider trading
0 references
exotic options
0 references
Lévy process
0 references
optimization
0 references
portfolio optimization
0 references
