MEAN VARIANCE HEDGING IN A GENERAL JUMP MARKET (Q2786037): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1142/s0219024910006005 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2077872963 / rank | |||
Normal rank | |||
Latest revision as of 11:02, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MEAN VARIANCE HEDGING IN A GENERAL JUMP MARKET |
scientific article |
Statements
MEAN VARIANCE HEDGING IN A GENERAL JUMP MARKET (English)
0 references
16 September 2010
0 references
general jump market
0 references
mean-variance hedging problem
0 references
backward semimartingale equations
0 references
