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

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Quadratic hedging for sequential claims with random weights in discrete time
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    title
    Quadratic hedging for sequential claims with random weights in discrete time (English)
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    author
    Jun Deng
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    Bin Zou
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    publication date
    7 April 2021
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    zbMATH DE Number
    7331256
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    zbMATH Keywords
    binomial model
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    mean-variance
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    pricing
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    quadratic hedging
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    sequential claims
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    OpenAlex ID
    W3119666215
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