Hedging Strategies of an European Claim Written on a Nontraded Asset
Institution: | Högskolan i Halmstad |
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Department: | |
Year: | 0 |
Keywords: | numerical methods in finance; differential equations in financial mathematics; stochastic models; foundation of financial markets; Financial Mathematics; Finansiell matematik; Physics, Chemistry, Mathematics; fysik/kemi/matematik |
Record ID: | 1332602 |
Full text PDF: | http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-1632 |
An article of Zariphopoulou and Musiela "An example of indifference prices under exponential preferences", was background of our work.