A Theoretical Analysis of Generalised Hedging Point Policies for a class of Stochastic

Christian van Delft

Reports

A Theoretical Analysis of Generalised Hedging Point Policies for a class of Stochastic

Christian van Delft ¹

1 GREGH - Groupement de Recherche et d'Etudes en Gestion à HEC

Keywords : Hedging Point Policies Stochastic

Document type :

Reports

Domain :

Humanities and Social Sciences / Business administration / Operations management and information technology

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https://hal-hec.archives-ouvertes.fr/hal-00601873
Contributor : Antoine Haldemann Connect in order to contact the contributor
Submitted on : Tuesday, June 21, 2011 - 12:53:17 AM
Last modification on : Thursday, January 11, 2018 - 6:19:31 AM

A Theoretical Analysis of Generalised Hedging Point Policies for a class of Stochastic

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A Theoretical Analysis of Generalised Hedging Point Policies for a class of Stochastic

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