Dynamic complex hedging in additive markets (Q2994843): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/14697680902960234 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2070776372 / rank | |||
Normal rank | |||
Revision as of 01:07, 20 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
