Methods of partial hedging

DOI10.1023/A:1010054408714zbMath1157.91357OpenAlexW1523097002MaRDI QIDQ1012315

Jakša Cvitanić

Publication date: 15 April 2009

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1010054408714

zbMATH Keywords

partial hedgingmargin requirementsmeasures of risk

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (2)

On the existence of an efficient hedge for an American contingent claim within a discrete time market ⋮ Partial Hedging in Financial Markets with a Large Agent

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