Hedging Strategies of an European Claim Written on a Nontraded Asset

Description

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

Links & Downloads

1. http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-1632
2. Local 2082/2013

Tags

numerical methods in finance

stochastic models

foundation of financial markets

Additional Fields

Identifer	oai:union.ndltd.org:UPSALLA1/oai:DiVA.org:hh-1632
Creators	Kaczorowska, Dorota, Wieczorek, Piotr
Publisher	Högskolan i Halmstad, Högskolan i Halmstad
Source Sets	DiVA Archive at Upsalla University
Language	English
Detected Language	English
Type	Student thesis, info:eu-repo/semantics/bachelorThesis, text
Format	application/pdf
Rights	info:eu-repo/semantics/openAccess