On quadratic hedging in continuous time

DOI10.1007/S001860050091zbMath0977.91035OpenAlexW2061111595MaRDI QIDQ1574540

Huyên Pham

Publication date: 27 January 2002

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001860050091

zbMATH Keywords

contingent claimsportfolio strategiescontinuous tradinghedging and pricing

Mathematics Subject Classification ID

Trade models (91B60)

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