Hedging for the long run
type: Item
instance of: scholarly article
title: Hedging for the long run
zbMATH Open document ID: 1264.91147
author: Hardy Hulley
author: Eckhard Platen
published in: Mathematics and Financial Economics
publication date: 2013-02-26T00:00:00Z
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 91B25
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6139066
zbMATH Keywords: long-dated claims
zbMATH Keywords: risk-neutral valuation
zbMATH Keywords: real-world valuation
zbMATH Keywords: arbitrage
zbMATH Keywords: minimal market model
zbMATH Keywords: squared Bessel processes
zbMATH Keywords: hedge simulations
zbMATH Keywords: asset price bubbles
MaRDI profile type: Publication
full work available at URL: s11579-012-0072-7
OpenAlex ID: W2103906548
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DOI: 10.1007/S11579-012-0072-7
description: scientific article; zbMATH DE number 6139066