Pricing and Hedging of Multi Type Contracts under Multidimensional Risks in Incomplete Markets Modeled by General Itô SDE Systems

Srdjan Stojanovic ()

Asia-Pacific Financial Markets, 2006, vol. 13, issue 4, 345-372

Keywords: Risk premium; Multideimensional pricing; Hedging; Incomplete markets; Liquid markets; Multidimensional risks (search for similar items in EconPapers)
Date: 2006
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DOI: 10.1007/s10690-007-9049-6

Asia-Pacific Financial Markets is currently edited by Jiro Akahori

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