Rational hedging and valuation of integrated risks under constant absolute risk aversion

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Title: Rational hedging and valuation of integrated risks under constant absolute risk aversion
Authors: Becherer, D
Item Type: Journal Article
Issue Date: 8-Aug-2003
Citation: INSUR MATH ECON 33 ( 1 ) 1 - 28
URI: http://hdl.handle.net/10044/1/25
Publisher Link: http://dx.doi.org/10.1016/S0167-6687(03)00140-9
DOI: 10.1016/S0167-6687(03)00140-9
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/
Appears in Collections:Financial Mathematics



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