Mean-variance hedging for general claims (Q1186302): 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/10.1214/aoap/1177005776 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1977600059 / rank | |||
Normal rank |
Latest revision as of 22:04, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Mean-variance hedging for general claims |
scientific article |
Statements
Mean-variance hedging for general claims (English)
0 references
28 June 1992
0 references
mean-variance criterion
0 references
continuous trading
0 references
option valuation
0 references
equivalent martingale measures
0 references
hedging
0 references