MAXIMIZING THE PROBABILITY OF A PERFECT HEDGE USING AN IMPERFECTLY CORRELATED INSTRUMENT (Q5704732)
From MaRDI portal
scientific article; zbMATH DE number 2229327
Language | Label | Description | Also known as |
---|---|---|---|
English | MAXIMIZING THE PROBABILITY OF A PERFECT HEDGE USING AN IMPERFECTLY CORRELATED INSTRUMENT |
scientific article; zbMATH DE number 2229327 |
Statements
MAXIMIZING THE PROBABILITY OF A PERFECT HEDGE USING AN IMPERFECTLY CORRELATED INSTRUMENT (English)
0 references
15 November 2005
0 references
hedging strategies
0 references
stochastic control
0 references
Brownian motion
0 references
policy improvement
0 references
timely information
0 references
0 references