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Hedging in Financial Markets

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  • Baxter, Martin

Abstract

This (mostly) expository paper describes the importance of hedging to the pricing of modern financial products and how hedging may be achieved even when the traditional Black-Scholes assumptions are absent.

Suggested Citation

  • Baxter, Martin, 1998. "Hedging in Financial Markets," ASTIN Bulletin, Cambridge University Press, vol. 28(1), pages 5-16, May.
    • Handle: RePEc:cup:astinb:v:28:y:1998:i:01:p:5-16_01
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    Cited by:

    1. Michael Schmutz & Thomas Zurcher, 2010. "Static replications with traffic light options," Papers 1011.4795, arXiv.org.
    2. Sébastien Bossu & Peter Carr & Andrew Papanicolaou, 2022. "Static replication of European standard dispersion options," Quantitative Finance, Taylor & Francis Journals, vol. 22(5), pages 799-811, May.
    3. Ilya Molchanov & Michael Schmutz, 2009. "Exchangeability type properties of asset prices," Papers 0901.4914, arXiv.org, revised Apr 2011.

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