CROSS HEDGING WITHIN A LOG MEAN REVERTING MODEL (Q3502985): Difference between revisions
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Latest revision as of 09:24, 28 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CROSS HEDGING WITHIN A LOG MEAN REVERTING MODEL |
scientific article |
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CROSS HEDGING WITHIN A LOG MEAN REVERTING MODEL (English)
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20 May 2008
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hedging
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incomplete markets
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hedging numéraire
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minimal variance martingale measure
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mean reverting models
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