SFB 303 Discussion Paper No. B - 259

Author: Schweizer, Martin
Title: Risk-Minimizing Hedging Strategies under Restricted Information
Abstract:
Keywords: option hedging, risk-minimizing strategies, restricted information, predictable dual projection
JEL-Classification-Number: 60G44, 60H05, 90A09 (1991 Mathematics Subject Classification)
Creation-Date: November 1993
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