Optimal Hedging and Valuation of Nontraded Assets (Q2770907)
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scientific article; zbMATH DE number 1704347
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal Hedging and Valuation of Nontraded Assets |
scientific article; zbMATH DE number 1704347 |
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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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0.8971568
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0.8905299
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0.88837564
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0.88793933
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0.88425076
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0.8827106
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0.8798743
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