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

From MaRDI portal
Revision as of 11:48, 3 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
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
    0 references
    binomial model
    0 references
    mean-variance
    0 references
    pricing
    0 references
    quadratic hedging
    0 references
    sequential claims
    0 references