Hedging Your Bets: Intermediate Movements as Optimal Behavior in the Context of an Incomplete Decision

PLoS Computational Biology - United States
doi 10.1371/journal.pcbi.1004171
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Public Library of Science (PLoS)

Related search

Hedging Your Bets? — An Overview of the Legal Aspects of Hedge Funds

Hungarian Journal of Legal Studies
Law
2017English

Yeast Survive by Hedging Their Bets

PLoS Biology
ImmunologyMolecular BiologyGeneticsBiochemistryMicrobiology Biological SciencesAgriculturalNeuroscience
2012English

Optimal Hedging and Pricing of Equity-Linked Life Insurance Contracts in a Discrete-Time Incomplete Market

Journal of Probability and Statistics
StatisticsProbability
2011English

Modeling the Optimal Strategy in an Incomplete Market

SSRN Electronic Journal
2002English

Option Pricing and Hedging Bounds in Incomplete Markets

Journal of Derivatives & Hedge Funds
2008English

Hedging House Price Risk With Incomplete Markets

SSRN Electronic Journal
2000English

Quadratic Hedging and Mean-Variance Portfolio Selection With Random Parameters in an Incomplete Market

Mathematics of Operations Research
Management ScienceComputer Science ApplicationsOperations ResearchMathematics
2004English

Optimal Hedging With the Vector Autoregressive Model

SSRN Electronic Journal
2014English

Your Uncertainty, Your Probability, Your Decision

Frontiers in Genetics
GeneticsMolecular Medicine
2013English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy