The pricing of liabilities in an incomplete market using dynamic mean-variance hedging (Q882871): Difference between revisions

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+https://doi.org/10.1016/j.insmatheco.2005.04.002
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+W2062076119
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@@ Property / cites work @@
+Residual risks and hedging strategies in Markovian markets
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+Mean-variance hedging in continuous time
@@ Property / cites work: Mean-variance hedging in continuous time / rank @@
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+Q4806224
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+On Quadratic Cost Criteria for Option Hedging
@@ Property / cites work: On Quadratic Cost Criteria for Option Hedging / rank @@
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+Mean-variance hedging for general claims
@@ Property / cites work: Mean-variance hedging for general claims / rank @@
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+Variance-Optimal Hedging in Discrete Time
@@ Property / cites work: Variance-Optimal Hedging in Discrete Time / rank @@
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+A Multiperiod Equilibrium Asset Pricing Model
@@ Property / cites work: A Multiperiod Equilibrium Asset Pricing Model / rank @@
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