Quadratic hedging for sequential claims with random weights in discrete time (Q2661622)

From MaRDI portal
Revision as of 08:00, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
Quadratic hedging for sequential claims with random weights in discrete time
scientific article

    Statements

    Quadratic hedging for sequential claims with random weights in discrete time (English)
    0 references
    0 references
    0 references
    7 April 2021
    0 references
    binomial model
    0 references
    mean-variance
    0 references
    pricing
    0 references
    quadratic hedging
    0 references
    sequential claims
    0 references

    Identifiers