Making mean-variance hedging implementable in a partially observable market (Q5247228)
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scientific article; zbMATH DE number 6429489
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Making mean-variance hedging implementable in a partially observable market |
scientific article; zbMATH DE number 6429489 |
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Making mean-variance hedging implementable in a partially observable market (English)
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23 April 2015
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mean-variance hedging
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BSDE
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Bayesian analysis
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Kalman-Bucy filter
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asymptotic expansion
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particle method
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