Dynamic programming and mean‐variance hedging in discrete time (Q4650902): Difference between revisions
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Latest revision as of 02:45, 20 March 2024
scientific article; zbMATH DE number 2135222
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic programming and mean‐variance hedging in discrete time |
scientific article; zbMATH DE number 2135222 |
Statements
Dynamic programming and mean‐variance hedging in discrete time (English)
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18 February 2005
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Mean-variance Hedging, Discrete Time, Dynamic Programming, Incomplete Market, Arbitrage
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