Optimal Hedging and Valuation of Nontraded Assets (Q2770907)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Hedging and Valuation of Nontraded Assets |
scientific article |
Statements
Optimal Hedging and Valuation of Nontraded Assets (English)
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27 February 2004
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incomplete markets
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martingale approach
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optimal portfolio choice
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valuation
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