EconPapers    
Economics at your fingertips  
 

Robust Exponential Hedging and Indifference Valuation

Keita Owari and 圭太 尾張

No 2008-09, Discussion Papers from Graduate School of Economics, Hitotsubashi University

Pages: 21 pages
Date: 2008-10
New Economics Papers: this item is included in nep-upt
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
https://hermes-ir.lib.hit-u.ac.jp/hermes/ir/re/16932/070econDP08-09.pdf

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hit:econdp:2008-09

Access Statistics for this paper

More papers in Discussion Papers from Graduate School of Economics, Hitotsubashi University Contact information at EDIRC.
Bibliographic data for series maintained by Digital Resources Section, Hitotsubashi University Library ().

 
Page updated 2025-03-19
Handle: RePEc:hit:econdp:2008-09