Hedging Strategies of an European Claim Written on a Nontraded Asset

Description

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

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:UPSALLA/oai:DiVA.org:hh-1632
Creators	Kaczorowska, Dorota, Wieczorek, Piotr
Publisher	Halmstad University, Halmstad University, Halmstad University, Halmstad University
Source Sets	DiVA Archive at Upsalla University
Language	English
Detected Language	English
Type	Student thesis, text