Hedging Strategies of an European Claim Written on a Nontraded Asset
An article of Zariphopoulou and Musiela "An example of indifference prices under exponential preferences", was background of our work.
| Main Authors: | , |
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| Format: | Others |
| Language: | English |
| Published: |
Högskolan i Halmstad
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| Subjects: | |
| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-1632 |