The cheapest hedge

Author:

Aliprantis Charalambos D.,Polyrakis Yiannis A.,Tourky Rabee

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference15 articles.

1. The super order dual of an ordered vector space and the Riesz–Kantorovich formula;Aliprantis;Transactions of American Mathematical Society,2002

2. Aliprantis, C.D., Tourky, R., in press. Markets that do not replicate any options, Economics Letters.

3. Minimum-cost portfolio insurance;Aliprantis;J. Economic Dynamics and Control,2000

4. Optimal replication of contingent claims under portfolio constraints;Broadie;Review of Financial Studies,1998

5. Spanning, valuation and options;Brown;Economic Theory,1991

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