Variance-Optimal Hedging in Discrete Time (Q4835384): Difference between revisions
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Revision as of 10:56, 10 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)
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18 March 1996
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random variable
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stochastic integrals
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diskrete-time process
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hedging strategy
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