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Conservative delta hedging under transaction costs
super replication model-free hedging robust hedging model uncertainty transaction costs Leland’s strategy stable convergence
2011/3/30
Explicit robust hedging strategies for convex or concave payoffs under a continuous semimartingale model with uncertainty and small transaction costs are constructed. In an asymptotic sense, the upper...
Rice Production, Land Use Dynamics, and Infrastructure Development in Viet Nam’s Mekong River Delta
Rice Production Viet Nam
2009/9/1
This study examines the role of infrastructure development and technical change in explaining increases in agricultural production and changes in land use in the Mekong Delta Region of Viet Nam during...