Dynamic hedging in incomplete markets: a simple solution

Academic journals

Publication Date

01/06/2012

Review of Financial Studies

Publication Authors

Suleyman Basak

Georgy Chabakauri

Basak, Suleyman and Chabakauri, Georgy (2012) Dynamic hedging in incomplete markets: a simple solution. Review of Financial Studies, 25 (6). pp. 1845-1896.