Optimal strategies in incomplete financial markets
This thesis analyzes the optimal strategies of rational agents in incomplete financial markets. The incompleteness may arise from the stochastic volatility of stock prices, in which case we study the optimal pricing and hedging strategies of an option trader. We introduce a new concept that we call...
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| Format: | Others |
| Language: | English |
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2014
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| Online Access: | http://hdl.handle.net/2152/24355 |