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
Pages
13
From page
1101
To page
1113
Keywords
Hedging , Financial futures , Solvability constraint , Martingale approach
Journal title
Journal of Economic Dynamics and Control
Serial Year
1996
Journal title
Journal of Economic Dynamics and Control
Record number
237385
Link To Document