Asymptotic analysis of utility-based hedging strategies for small number of contingent claims (Q2464858): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 07:13, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic analysis of utility-based hedging strategies for small number of contingent claims |
scientific article |
Statements
Asymptotic analysis of utility-based hedging strategies for small number of contingent claims (English)
0 references
17 December 2007
0 references
incomplete markets
0 references
utility-based hedging
0 references
mean-variance hedging
0 references
risk-tolerance wealth process
0 references
contingent claim
0 references
numéraire
0 references
