Variance-Optimal Hedging in Discrete Time (Q4835384)

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scientific article; zbMATH DE number 764058
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English
Variance-Optimal Hedging in Discrete Time
scientific article; zbMATH DE number 764058

    Statements

    title
    Variance-Optimal Hedging in Discrete Time (English)
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    author
    Martin Schweizer
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    publication date
    18 March 1996
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    zbMATH Keywords
    random variable
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    stochastic integrals
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    diskrete-time process
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    hedging strategy
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    Identifiers

    DOI
    10.1287/moor.20.1.1
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    zbMATH DE Number
    764058
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