Hedging in bond markets by the Clark-Ocone formula
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References listed on IDEAS
- Huang, Chi-fu, 1985. "Information structures and viable price systems," Journal of Mathematical Economics, Elsevier, vol. 14(3), pages 215-240, June.
- Jamshidian, Farshid, 2008. "Numeraire Invariance and application to Option Pricing and Hedging," MPRA Paper 7167, University Library of Munich, Germany.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-04-27 (All new papers)
- NEP-FMK-2013-04-27 (Financial Markets)
- NEP-RMG-2013-04-27 (Risk Management)
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