HEDGING AND PRICING IN INCOMPLETE MARKETS: THEORY AND APPLICATIONS
This thesis consists of three essays in financial econometrics. In the first part of the thesis, motivated by different applications of hedging methods in the literature, we propose a general theoretical framework for hedging and pricing. First, we review briefly different strands of literature on h...
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2014
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| Online Access: | http://spectrum.library.concordia.ca/978250/1/PhD_HIRBOD_ASSA_2013.pdf ASSA, HIRBOD <http://spectrum.library.concordia.ca/view/creators/ASSA=3AHIRBOD=3A=3A.html> (2014) HEDGING AND PRICING IN INCOMPLETE MARKETS: THEORY AND APPLICATIONS. PhD thesis, Concordia University. |