The Mean-Variance Hedging in a Bond Market with Jumps (Q4932832): Difference between revisions
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Revision as of 19:05, 5 March 2024
scientific article; zbMATH DE number 5796808
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Mean-Variance Hedging in a Bond Market with Jumps |
scientific article; zbMATH DE number 5796808 |
Statements
The Mean-Variance Hedging in a Bond Market with Jumps (English)
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7 October 2010
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Backward semimartingale equation
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bond market with jumps
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mean-variance hedging
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variance optimal martingale
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