Hedging strategy of a contingent claim in incomplete market

MaRDI QIDQ3375008zbMATH OpenFDO

Authors Xuanhui Liu, Qiying Hu

Publication date 1 March 2006

zbMATH Keywords

Clark formuladynamic measure of risk

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

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