Post by Sapphire Capital on Aug 21, 2008 22:28:53 GMT 4
Hedging with Background Risk: A Complete Generalization
Moawia Alghalith
July 17, 2008
Abstract:
Using a hedging model, this paper provides a complete generalization of the impact of background risk. In doing so, it relaxes the independence assumption and it adopts a general functional form.
papers.ssrn.com/sol3/Delivery.cfm/SSRN_ID1162323_code479760.pdf?abstractid=1162323&mirid=3
Moawia Alghalith
July 17, 2008
Abstract:
Using a hedging model, this paper provides a complete generalization of the impact of background risk. In doing so, it relaxes the independence assumption and it adopts a general functional form.
papers.ssrn.com/sol3/Delivery.cfm/SSRN_ID1162323_code479760.pdf?abstractid=1162323&mirid=3