Hedging under arbitrage
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References listed on IDEAS
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Cited by:
- Constantinos Kardaras, 2012. "Valuation and parities for exchange options," Papers 1206.3220, arXiv.org, revised Nov 2014.
- Martin Larsson, 2013. "Non-Equivalent Beliefs and Subjective Equilibrium Bubbles," Papers 1306.5082, arXiv.org.
- Ke Du & Eckhard Platen, 2011. "Three-Benchmarked Risk Minimization for Jump Diffusion Markets," Research Paper Series 296, Quantitative Finance Research Centre, University of Technology, Sydney.
- Claudio Fontana & Wolfgang J. Runggaldier, 2012. "Diffusion-based models for financial markets without martingale measures," Papers 1209.4449, arXiv.org, revised Feb 2013.
- Peter Carr & Travis Fisher & Johannes Ruf, 2014.
"On the hedging of options on exploding exchange rates,"
Finance and Stochastics, Springer, vol. 18(1), pages 115-144, January.
- Peter Carr & Travis Fisher & Johannes Ruf, 2012. "On the Hedging of Options On Exploding Exchange Rates," Papers 1202.6188, arXiv.org, revised Nov 2013.
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This paper has been announced in the following NEP Reports:- NEP-FMK-2010-03-28 (Financial Markets)
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