Cross hedging with stochastic correlation (Q1761431): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s00780-010-0148-2 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2137416576 / rank | |||
Normal rank | |||
Revision as of 02:13, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cross hedging with stochastic correlation |
scientific article |
Statements
Cross hedging with stochastic correlation (English)
0 references
15 November 2012
0 references
cross hedging
0 references
incomplete markets
0 references
correlation
0 references
local risk minimisation
0 references
BSDE
0 references
