Mean-Variance Hedging with Uncertain Trade Execution (Q3652692): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1080/13504860802583972 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2095445994 / rank | |||
Normal rank |
Revision as of 15:24, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Mean-Variance Hedging with Uncertain Trade Execution |
scientific article |
Statements
Mean-Variance Hedging with Uncertain Trade Execution (English)
0 references
16 December 2009
0 references
hedging
0 references
derivatives
0 references
execution risk
0 references