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scientific article; zbMATH DE number 1069631
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scientific article; zbMATH DE number 1069631

    Statements

    author
    Peter Bossaerts
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    Bas J. M. Werker
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    publication date
    1 October 1997
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    zbMATH Keywords
    hedging error
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    incomplete market
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    martingale characteristics
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    risk
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    standard asset pricing
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    hedge portfolio
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    Identifiers

    Mathematics Subject Classification ID
    91B82
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    91B62
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    91B28
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    62P20
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    zbMATH DE Number
    1069631
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