Convex Duality in Mean-Variance Hedging Under Convex Trading Constraints (Q4906508): Difference between revisions
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Revision as of 22:01, 19 March 2024
scientific article; zbMATH DE number 6139561
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convex Duality in Mean-Variance Hedging Under Convex Trading Constraints |
scientific article; zbMATH DE number 6139561 |
Statements
Convex Duality in Mean-Variance Hedging Under Convex Trading Constraints (English)
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28 February 2013
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mean-variance hedging
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constraints
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stochastic integral
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convex duality
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