Hedging Strategies of an European Claim Written on a Nontraded Asset

University essay from Högskolan i Halmstad/Högskolan i Halmstad; Högskolan i Halmstad/Högskolan i Halmstad

Abstract:

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

  AT THIS PAGE YOU CAN DOWNLOAD THE WHOLE ESSAY. (follow the link to the next page)