Variance-Optimal Hedging in Discrete Time (Q4835384): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 02:33, 8 February 2024
scientific article; zbMATH DE number 764058
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance-Optimal Hedging in Discrete Time |
scientific article; zbMATH DE number 764058 |
Statements
Variance-Optimal Hedging in Discrete Time (English)
0 references
18 March 1996
0 references
random variable
0 references
stochastic integrals
0 references
diskrete-time process
0 references
hedging strategy
0 references
