✦ LIBER ✦

Investment, consumption, and hedging under incomplete markets

✍ Scribed by Jianjun Miao; Neng Wang

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Pricing and hedging in incomplete market

✍ Peter Carr; Helyette Geman; Dilip B Madan 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 259 KB

The Tradeoff between Consumption and Inv

✍ Wendell H. Fleming; Daniel Hernández-Hernández 📂 Article 📅 2005 🏛 Springer 🌐 English ⚖ 237 KB

Optimal Consumption-Investment Problems

✍ Castañeda-Leyva, Netzahualcóyotl; Hernández-Hernández, Daniel 📂 Article 📅 2005 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 252 KB

Risk measure pricing and hedging in inco

✍ Mingxin Xu 📂 Article 📅 2005 🏛 Springer 🌐 English ⚖ 187 KB

Weighted norm inequalities and hedging i

✍ Freddy Delbaen; Pascale Monat; Walter Schachermayer; Martin Schweizer; Christoph 📂 Article 📅 1997 🏛 Springer-Verlag 🌐 English ⚖ 397 KB

Hedging with forwards and puts in comple

✍ Simon Z. Benninga; Casper M. Oosterhof 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 256 KB