مرکز منطقه ای اطلاع رساني علوم و فناوري - Tractable hedging: An implementation of robust hedging strategies

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 :

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 :