Searching for "Hedging Acceptance." – sorted by Relevance.

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2 documents found, showing 1 through 2.

Real-World Options: Smile and Residual Risk
by Jean-Philippe Bouchaud, Gulia Iori, Didier Sornette — 1995
… with optimal (but imperfect) hedging. Accepted for publication in Risk Magazine (December 1995). 1…
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Pricing And Hedging In Incomplete Markets
by Peter Carr, Hélyette Geman, Dilip B. Madan, Dilip, B. Madan — 2001 — Journal of Financial Economics
… which expected payo#s must exceed in order that the hedged and financed investment be acceptable…
Cited by 12 (2 self) – Add To MetaCart

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