Q2709768 (Q2709768): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 11:04, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
27 November 2001
0 references
backward equation
0 references
variance-optimal martingale measure
0 references
dynamic programming
0 references
incomplete markets
0 references
mean-variance hedging
0 references
Bellman equation
0 references
