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

Reports Year :

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Christian van Delft

Hedging Point Policies Stochastic

Humanities and Social Sciences Business administration Operations management and information technology

https://hal-hec.archives-ouvertes.fr/hal-00601873

Submitted on : Tuesday, June 21, 2011-12:53:17 AM

Last modification on : Wednesday, February 8, 2023-5:10:50 PM

hal-00601873 , version 1 (21-06-2011)

Christian van Delft. A Theoretical Analysis of Generalised Hedging Point Policies for a class of Stochastic. 1996. ⟨hal-00601873⟩