On the Mean-Variance Hedging Problem (Q4954388): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (4 intermediate revisions by 3 users not shown) | |||
| Property / author | |||
| Property / author: Alexander V. Melnikov / rank | |||
| Property / author | |||
| Property / author: Alexander V. Melnikov / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1137/s0040585x97977136 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2067491790 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 08:47, 30 July 2024
scientific article; zbMATH DE number 1456245
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Mean-Variance Hedging Problem |
scientific article; zbMATH DE number 1456245 |
Statements
On the Mean-Variance Hedging Problem (English)
0 references
6 June 2000
0 references
mean-variance hedging
0 references
stochastic integrals
0 references
discrete time
0 references
approximation
0 references
