Insuring against the shortfall risk associated with real options

DOI10.1007/s10203-003-0036-8zbMath1137.91479OpenAlexW2062730971MaRDI QIDQ1417725

Heinz Weisshaupt

Publication date: 8 January 2004

Published in: Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10203-003-0036-8

Mathematics Subject Classification ID

Related Items (1)

ON MEAN–VARIANCE HEDGING UNDER PARTIAL OBSERVATIONS AND TERMINAL WEALTH CONSTRAINTS

Cites Work

• Evaluating leases with complex operating options
• Efficient hedging: cost versus shortfall risk
• Quantile hedging
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