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Hedging Strategies of an European Claim Written on a Nontraded Asset
Halmstad University.
Halmstad University.
(English)Independent thesis Advanced level (degree of Master (One Year))Student thesis
Abstract [en]

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

Keywords [en]
numerical methods in finance, differential equations in financial mathematics, stochastic models, foundation of financial markets
Identifiers
URN: urn:nbn:se:hh:diva-1632Local ID: 2082/2013OAI: oai:DiVA.org:hh-1632DiVA, id: diva2:238850
Presentation
(English)
Uppsok
Physics, Chemistry, Mathematics
Available from: 2008-06-25 Created: 2008-06-25 Last updated: 2009-10-26

Open Access in DiVA

fulltext(400 kB)192 downloads
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File name FULLTEXT01.pdfFile size 400 kBChecksum MD5
51902eefde62fd323e5f22c9e615b2e3e356147cf9167bc6434f40d597a6ff616b99aeaaee65a4d2b4c2da77651b4277141a60aab20a5ac7434b4f2516301f831c37f25393028582baeabf08a7ed9a08
Type fulltextMimetype application/pdf

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CiteExportLink to record
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Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
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Output format
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