Instantaneous Mean-Variance Hedging and Sharpe Ratio Pricing in a Regime-Switching Financial Model (Q4981886): Difference between revisions

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-Antoon Pelsser
@@ Property / author: Antoon Pelsser / rank @@
-Normal rank
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+Antoon Pelsser
@@ Property / author: Antoon Pelsser / rank @@
+Normal rank
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/15326349.2014.967531
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+W1978458960
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@@ Property / cites work @@
+Backward stochastic differential equations and integral-partial differential equations
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+Pricing options in incomplete equity markets via the instantaneous Sharpe ratio
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@@ links / mardi / name / links / mardi / name @@
+Publication:4981886