Hedging with forwards and puts in complete and incomplete markets

Journal of Banking and Finance

Volumn 28, Issue 1, 2004, Pages 1-17

  Benninga, Simon Z ^a,b   Oosterhof, Casper M ^b  

^a TEL AVIV UNIVERSITY   (Israel)

^b UNIVERSITY OF GRONINGEN   (Netherlands)

Author keywords

Forward contracts; Hedging; Put options; Unbiasedness

Indexed keywords

EID: 0242721055     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(02)00390-4     Document Type: Article

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