The pricing of liabilities in an incomplete market using dynamic mean-variance hedging (Q882871): Difference between revisions
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Revision as of 02:30, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The pricing of liabilities in an incomplete market using dynamic mean-variance hedging |
scientific article |
Statements
The pricing of liabilities in an incomplete market using dynamic mean-variance hedging (English)
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24 May 2007
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Market value of liabilities
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Equilibrium market models
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Incomplete markets
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