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On a Robustness of Quantile Hedging: Complete Market's Case

✍ Scribed by Jun Sekine


Book ID
110285378
Publisher
Springer
Year
1999
Tongue
English
Weight
54 KB
Volume
6
Category
Article
ISSN
1573-6946

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


A note on hedging and solvency: The case
✍ Jack M. Guttentag πŸ“‚ Article πŸ“… 1983 πŸ› John Wiley and Sons 🌐 English βš– 303 KB

The Case of a Phoenix Jack M. Guttentag his article d attempt to clarify the issue of whether it is appropi.de for a T Phoenix to hedge in futures markets. A Phoenix is a s a v i n g and loan association that is insolvent but maintained as a going concern by the Federal Savings and Loan Insurance Co