Title of article
Tractable hedging: An implementation of robust hedging strategies
Author/Authors
Nicole Branger، نويسنده , , Antje Mahayni، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
26
From page
1937
To page
1962
Keywords
Tractable hedging , Incomplete markets , Model misspecification , stochastic volatility , Superhedging , Robust hedging
Journal title
Journal of Economic Dynamics and Control
Serial Year
2006
Journal title
Journal of Economic Dynamics and Control
Record number
238949
Link To Document