Asymptotic analysis of utility-based hedging strategies for small number of contingent claims (Q2464858): Difference between revisions

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Latest revision as of 13:24, 27 June 2024

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Asymptotic analysis of utility-based hedging strategies for small number of contingent claims
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    Asymptotic analysis of utility-based hedging strategies for small number of contingent claims (English)
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    17 December 2007
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    incomplete markets
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    utility-based hedging
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    mean-variance hedging
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    risk-tolerance wealth process
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    contingent claim
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    numéraire
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