Hedging Strategies of an European Claim Written on a Nontraded Asset

University essay from Högskolan i Halmstad

Author: Dorota Kaczorowska; Piotr Wieczorek; []

Keywords: numerical methods in finance; differential equations in financial mathematics; stochastic models; foundation of financial markets;

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

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