Rational hedging and valuation of integrated risks under constant absolute risk aversion
Author(s)
Becherer, D
Type
Journal Article
Date Issued
2003-08-08
Citation
INSUR MATH ECON 33 ( 1 ) 1 - 28
ISSN
0167-6687
Copyright Statement
© 2003, Elsevier. Licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International http://creativecommons.org/licenses/by-nc-nd/4.0/