Explicit solutions to some optimal variance stopping problems (Q3108377): Difference between revisions

@@ Property / author @@
+Jesper Lund Pedersen
@@ Property / author: Jesper Lund Pedersen / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/17442508.2010.529142
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@@ Property / OpenAlex ID @@
+W1997306380
@@ Property / OpenAlex ID: W1997306380 / rank @@
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+A Theory of the Term Structure of Interest Rates
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+Mean-variance hedging in continuous time
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