Work

Hedging with Small Uncertainty Aversion

Year: 2015

Type: article

Source: Finance and Stochastics

DOI: 10.1007/s00780-016-0309-z

Authors: Sebastian Herrmann, Johannes Muhle-Karbe, Frank Thomas Seifried

Institutions: University of Michigan, Universität Trier

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2952025076

FWCI: 4.435

Cites: 73

Cited by: 16

Related to: 10