Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Create a new EntitySchema
Merge two items
In other projects
Discussion
View source
View history
Purge
English
Log in

Optimal Hedging and Valuation of Nontraded Assets

From MaRDI portal
Publication:2770907
Jump to:navigation, search

DOI10.1023/A:1011454223409zbMath1031.91056OpenAlexW2016824393MaRDI QIDQ2770907

L. Teplá

Publication date: 27 February 2004

Published in: Review of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1011454223409


zbMATH Keywords

incomplete marketsvaluationmartingale approachoptimal portfolio choice


Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (7)

Lifetime investment and consumption using a defined-contribution pension scheme ⋮ Equilibrium in securities markets with heterogeneous investors and unspanned income risk ⋮ A revised option pricing formula with the underlying being banned from short selling ⋮ The impact of the market portfolio on the valuation, incentives and optimality of executive stock options ⋮ Explicit solutions to an optimal portfolio choice problem with stochastic income ⋮ Unemployment Risks and Optimal Retirement in an Incomplete Market ⋮ VALUATION OF GENERAL CONTINGENT CLAIMS WITH SHORT SELLING BANS: AN EQUAL-RISK PRICING APPROACH




This page was built for publication: Optimal Hedging and Valuation of Nontraded Assets

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:2770907&oldid=15656311"
Category:
  • Pages with script errors
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
MaRDI portal item
This page was last edited on 3 February 2024, at 15:39.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki