Hedging in Financial Markets

DOI10.2143/AST.28.1.519076MaRDI QIDQ3395496zbMATH OpenFDO

Authors Martin Baxter

Publication date 2 September 2009

Published in ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2143/AST.28.1.519076

Mathematics Subject Classification ID

Recommendations

• scientific article; zbMATH DE number 5894935
• Hedging under arbitrage
• On hedging in finite security markets
• Hedging in an illiquid binomial market
• Mean-variance hedging in large financial markets
• scientific article; zbMATH DE number 2133119
• Hedging under stochastic volatility
• Hedging mean-reverting commodities
• Hedging with price and output uncertainty

Cites work

• scientific article; zbMATH DE number 947803 (Why is no real title available?)
• Martingales and stochastic integrals in the theory of continuous trading
• Probability with Martingales
• The pricing of options and corporate liabilities

Cited in

(9)

• Hedging insurance books
• scientific article; zbMATH DE number 5894935 (Why is no real title available?)
• Exchangeability-type properties of asset prices
• UNCERTAINTY VERSUS RANDOMNESS: MINIMIZING MODEL DEPENDENCE
• Multiasset derivatives and joint distributions of asset prices
• Static replication of European standard dispersion options
• Hedging mean-reverting commodities
• Perfect option hedging and the hedge ratio
• Perfect option hedging and the hedge ratio

This page was built for publication: Hedging in Financial Markets

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3395496)