Utility-Based Valuation and Hedging of Derivatives

Ernst Eberlein and Jan Kallsen
Additional contact information
Ernst Eberlein: University of Freiburg
Jan Kallsen: Kiel University

Chapter Chapter 13 in Mathematical Finance, 2019, pp 617-661 from Springer

Abstract: Abstract Valuation based on quadratic hedging is easy to understand and mathematically tractable compared to other approaches. Its economic justification is less obvious.

Date: 2019
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

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:spr:sprfcp:978-3-030-26106-1_13

Ordering information: This item can be ordered from
http://www.springer.com/9783030261061

DOI: 10.1007/978-3-030-26106-1_13

Access Statistics for this chapter

More chapters in Springer Finance from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().