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Optimal Dynamic Hedging in Incomplete Futures Markets:
Lioui, Abraham
;
Duc Trong, Pascal Nguyen
;
Poncet, Patrice
The Geneva Papers on Risk and Insurance Theory. 21 (1996) 1 - p. 103-122 , 1996
Link:
https://doi.org/10.1007/bf00949052
RT Journal T1 <Title>Optimal Dynamic Hedging in Incomplete Futures Markets</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1007_bf00949052&Exemplar=1&LAN=DE A1 Lioui, Abraham A1 Duc Trong, Pascal Nguyen A1 Poncet, Patrice PB Springer Science and Business Media LLC YR 1996 SN 0926-4957 SN 1554-9658 JF The Geneva Papers on Risk and Insurance Theory VO 21 IS 1 SP 103 OP 122 LK http://dx.doi.org/https://doi.org/10.1007/bf00949052 DO https://doi.org/10.1007/bf00949052 SF ELIB - SuUB Bremen
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