Arbeitspapier
Tractable Hedging: An Implementation of Robust Hedging Strategies
- Sprache
-
Englisch
- Erschienen in
-
Series: Working Paper Series: Finance&Accounting; No. 135
Bezug (was)
Wirtschaft
Asset Pricing; Trading Volume; Bond Interest Rates
Contingent Pricing; Futures Pricing; option pricing
Stochastic volatility
robust hedging
tractable hedging
model misspecification
incomplete markets
Hedging
Strategie
Volatilität
Stochastischer Prozess
Theorie
Asset Pricing; Trading Volume; Bond Interest Rates
Contingent Pricing; Futures Pricing; option pricing
Stochastic volatility
robust hedging
tractable hedging
model misspecification
incomplete markets
Hedging
Strategie
Volatilität
Stochastischer Prozess
Theorie
Beteiligte Personen und Organisationen
Branger, Nicole
Mahayni, Antje
Frankfurt a. M.: Johann Wolfgang Goethe-Universität Frankfurt am Main, Fachbereich Wirtschaftswissenschaften
Mahayni, Antje
Frankfurt a. M.: Johann Wolfgang Goethe-Universität Frankfurt am Main, Fachbereich Wirtschaftswissenschaften
Erschienen
Frankfurt a. M.: Johann Wolfgang Goethe-Universität Frankfurt am Main, Fachbereich Wirtschaftswissenschaften
- Rechteinformation
-
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft
- Letzte Aktualisierung
-
18.10.2021, 08:57 MESZ
Objekttyp
- Arbeitspapier
Beteiligte
- Branger, Nicole
- Mahayni, Antje
- Frankfurt a. M.: Johann Wolfgang Goethe-Universität Frankfurt am Main, Fachbereich Wirtschaftswissenschaften
Entstanden
- Frankfurt a. M.: Johann Wolfgang Goethe-Universität Frankfurt am Main, Fachbereich Wirtschaftswissenschaften
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