Hedging against the Market with No Short Selling

DOI10.1142/9789812813220_0011zbMath1329.91128OpenAlexW2486701130MaRDI QIDQ3542368

Stephen A. Clark, Cidambi Srinivasan

Publication date: 1 December 2008

Published in: Mathematical Programming and Game Theory for Decision Making (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/9789812813220_0011

zbMATH Keywords

bubblemartingalearbitragesupermartingalefundamental valueshort-sellinghedging prices

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20)

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