Optimal Hedging and Valuation of Nontraded Assets
From MaRDI portal
Publication:2770907
DOI10.1023/A:1011454223409zbMath1031.91056OpenAlexW2016824393MaRDI QIDQ2770907
Publication date: 27 February 2004
Published in: Review of Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1011454223409
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (7)
Lifetime investment and consumption using a defined-contribution pension scheme ⋮ Equilibrium in securities markets with heterogeneous investors and unspanned income risk ⋮ A revised option pricing formula with the underlying being banned from short selling ⋮ The impact of the market portfolio on the valuation, incentives and optimality of executive stock options ⋮ Explicit solutions to an optimal portfolio choice problem with stochastic income ⋮ Unemployment Risks and Optimal Retirement in an Incomplete Market ⋮ VALUATION OF GENERAL CONTINGENT CLAIMS WITH SHORT SELLING BANS: AN EQUAL-RISK PRICING APPROACH
This page was built for publication: Optimal Hedging and Valuation of Nontraded Assets