Publication:4356595

zbMath0898.90045MaRDI QIDQ4356595

Bas J. M. Werker, Peter Bossaerts

Publication date: 1 October 1997

zbMATH Keywords

incomplete market; risk; hedge portfolio; hedging error; martingale characteristics; standard asset pricing

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

91B62: Economic growth models

91B82: Statistical methods; economic indices and measures