Hedging Strategies of an European Claim Written on a Nontraded Asset

by Dorota Kaczorowska

Institution: Högskolan i Halmstad
Year: 0
Keywords: numerical methods in finance; differential equations in financial mathematics; stochastic models; foundation of financial markets; Financial Mathematics; Finansiell matematik; Physics, Chemistry, Mathematics; fysik/kemi/matematik
Record ID: 1332602
Full text PDF: http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-1632


An article of Zariphopoulou and Musiela "An example of indifference prices under exponential preferences", was background of our work.