✦ LIBER ✦
084024 (E10) Optimal dynamical hedging in incomplete futures markets : Lioui A., Nguyen Duc Trong P., Poncet P., The Genevapapers on risk and insurance theory, 21 103–122 (1996)
- Publisher
- Elsevier Science
- Year
- 1997
- Tongue
- English
- Weight
- 88 KB
- Volume
- 19
- Category
- Article
- ISSN
- 0167-6687
No coin nor oath required. For personal study only.
✦ Synopsis
Reviews
riskiness by imposing stricter capital requirements that increase this minimum quality.