Optimal Variance Hedging in Discrete Time
碩士 === 國立交通大學 === 應用數學系數學建模與科學計算碩士班 === 103
Main Authors: | Chou, Ting-Hsuan, 周庭萱 |
---|---|
Other Authors: | Sheu, Yuan-Chung |
Format: | Others |
Language: | en_US |
Published: |
2015
|
Online Access: | http://ndltd.ncl.edu.tw/handle/3q52pw |
Similar Items
-
Stock Warrant Hedging with Variance Swaps
by: Chen, Hsiao-Lin, et al.
Published: (2002) -
Mean-variance hedging in an illiquid market
by: Mavuso, Melusi Manqoba
Published: (2015) -
Relaxing the Assumptions of Minimum-Variance Hedging
by: Sergio H. Lence
Published: (1996-07-01) -
Hedging Effectiveness of Minimum Variance Hedging Portfolio: The Case of Brent Crude Oil
by: Po-Chieh Chen, et al.
Published: (2014) -
Multivariate Variance Residual Life in Discrete Time
by: Unnikrishnan N. Nair, et al.
Published: (2018-01-01)