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    AUTOMATICA
    2008
    66views more  AUTOMATICA 2008»
    Sharpe-ratio pricing and hedging of contingent claims in incomplete markets by convex programming
    13 years 4 months ago
    Sharpe-ratio pricing and hedging of contingent claims in incomplete markets by convex programming
    Download  www.ie.bilkent.edu.tr
    Mustafa Ç. Pinar
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    EOR
    2010
    99views more  EOR 2010»
    Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming
    12 years 11 months ago
    Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming
    Download  www.ie.bilkent.edu.tr
    We analyze the problem of pricing and hedging contingent claims in the multi-period, discrete time, discrete state case using the concept of a sufficiently attractive expected gai...
    Mustafa Ç. Pinar, Aslihan Salih, Ahmet Camc...
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