Hedging contingent claims for a large investor in an incomplete market (Q4391416)
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scientific article; zbMATH DE number 1158344
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging contingent claims for a large investor in an incomplete market |
scientific article; zbMATH DE number 1158344 |
Statements
Hedging contingent claims for a large investor in an incomplete market (English)
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19 January 1999
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hedging strategy
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constrained portfolios
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pricing contingent claims
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incomplete market
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forward-backward stochastic differential equations
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penalization
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