Dynamic hedging in incomplete markets: a simple solution

Basak, S and Chabakauri, G (2012) Dynamic hedging in incomplete markets: a simple solution. Review of Financial Studies, 25 (6). pp. 1845-1896. ISSN 0893-9454

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Item Type: Article
Subject Areas: Finance
Date Deposited: 17 May 2016 12:24
Last Modified: 13 Nov 2024 01:48
URI: https://lbsresearch.london.edu/id/eprint/464
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