Continuous time arbitrage approached as a problem in constrained hedging

In Collections: Electronic Theses & Dissertations

Copyright Status: In Copyright

Material Type: Theses

Authors: Demopolos, James Andre

Date Published: 1999

Subjects: Arbitrage
Hedging (Finance)
Statistics

Program of Study: Statistics and Probability

Degree Level: Doctoral

Language: English

Pages: v, 78 pages

Permalink: https://doi.org/doi:10.25335/hbjh-rr15

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