A generalized approach to optimal hedging with option contracts
Author:
Publisher
Informa UK Limited
Subject
Economics, Econometrics and Finance (miscellaneous)
Link
http://www.tandfonline.com/doi/pdf/10.1080/1351847X.2013.875050
Reference32 articles.
1. Spectral measures of risk: A coherent representation of subjective risk aversion
2. Coherent measures of risk in everyday market practice†
3. Optimal Risk Management Using Options
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