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Optimal dynamic hedging using futures under a borrowing - BIS PDF

33 Pages·2002·0.27 MB·English
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by Akash Deep| 2002| 33 pages| 0.27| English

About Optimal dynamic hedging using futures under a borrowing - BIS

dynamic programming where V| denotes the value function on date t: .. In a large number of these asset pricing models, a linear pricing argument is invoked .. [4] Culp, C. L. and Hanke, S. H., 1994, Derivative Dingbats , The International

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Author:Akash Deep
Publication Year:2002
Pages:33
Language:English
File Size:0.27
Format:PDF
Price:FREE
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