Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth (Q1350471)
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scientific article; zbMATH DE number 984030
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth |
scientific article; zbMATH DE number 984030 |
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Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth (English)
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27 February 1997
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Hedging
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Financial futures
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Solvability constraint
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Martingale approach
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0.9486275
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0.92818725
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0.9120016
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0.8958045
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0.8858196
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0.8839861
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