Hedging for the long run (Q1938979)

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Hedging for the long run
scientific article

    Statements

    title
    Hedging for the long run (English)
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    author
    Hardy Hulley
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    Eckhard Platen
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    publication date
    26 February 2013
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    zbMATH Keywords
    long-dated claims
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    risk-neutral valuation
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    real-world valuation
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    arbitrage
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    minimal market model
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    squared Bessel processes
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    hedge simulations
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    asset price bubbles
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    Identifiers

    Mathematics Subject Classification ID
    91G80
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    91B25
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    60H30
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    62P05
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    zbMATH DE Number
    6139066
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