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

Complete list of metadata

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 : Saturday, June 25, 2022 - 10:52:23 AM

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

Identifiers

Collections

Citation

Export

Metrics

67

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

Identifiers

Collections

Citation

Export

Share

Metrics

67