Option Pricing and Hedging Bounds in Incomplete Markets

Journal of Derivatives & Hedge Funds
doi 10.1057/jdhf.2008.9
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Springer Science and Business Media LLC

Related search

Sharpe-Ratio Pricing and Hedging of Contingent Claims in Incomplete Markets by Convex Programming

Automatica
ControlSystems EngineeringElectricalElectronic Engineering
2008English

Hedging House Price Risk With Incomplete Markets

SSRN Electronic Journal
2000English

Alternative Neural Network Approach for Option Pricing and Hedging

SSRN Electronic Journal
2003English

Minimax Asset Price Bounds in Incomplete Markets

SSRN Electronic Journal
2007English

Asset Pricing in Incomplete Markets: Valuing Gas Storage Capacity

SSRN Electronic Journal
2015English

A Comparison of Two Quadratic Approaches to Hedging in Incomplete Markets

Mathematical Finance
FinanceApplied MathematicsEconomicsEconometricsAccountingSocial Sciences
2001English

A Tale of Two Option Markets: Pricing Kernels and Volatility Risk

SSRN Electronic Journal
2014English

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

Journal of Probability and Statistics
StatisticsProbability
2011English

Continuous-Time Portfolio Selection and Option Pricing Under Risk-Minimization Criterion in an Incomplete Market

Journal of Applied Mathematics
Applied Mathematics
2013English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy