Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth (Q1350471): Difference between revisions
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Revision as of 03:01, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth |
scientific article |
Statements
Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth (English)
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27 February 1997
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Hedging
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Financial futures
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Solvability constraint
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Martingale approach
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