LOCALLY RISK-MINIMIZING HEDGING FOR EUROPEAN CONTINGENT CLAIMS WRITTEN ON NON-TRADABLE ASSETS WITH COMMON JUMP RISK (Q5051211)
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scientific article; zbMATH DE number 7621936
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LOCALLY RISK-MINIMIZING HEDGING FOR EUROPEAN CONTINGENT CLAIMS WRITTEN ON NON-TRADABLE ASSETS WITH COMMON JUMP RISK |
scientific article; zbMATH DE number 7621936 |
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LOCALLY RISK-MINIMIZING HEDGING FOR EUROPEAN CONTINGENT CLAIMS WRITTEN ON NON-TRADABLE ASSETS WITH COMMON JUMP RISK (English)
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22 November 2022
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common jump risk
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hedging strategy
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local risk minimization
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non-tradable assets
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