Title of article :
Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth
Author/Authors :
Abraham Lioui، نويسنده , , Patrice Poncet، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1996
Keywords :
Hedging , Financial futures , Solvability constraint , Martingale approach
Journal title :
Journal of Economic Dynamics and Control
Journal title :
Journal of Economic Dynamics and Control
