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Hedging of Claims: an Entropy Approach

When 17.00
Where S421
Presentations  
Speaker Thorsten Rheinlander
From LSE
Abstract We first give a survey about risk-minimizing hedging strategies in financial markets. Our main result then identifies the limit of the optimal exponential utility indifference strategies for vanishing risk aversion with the optimal Foellmer-Sondermann strategy with respect to the minimal entropy martingale measure.
For further information Ulla Jakobsen (Administrative Assistant) Ext. 6879
Department of Statistics, Columbia House
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