Mean-Variance Hedging and Numeraire (Q2707189)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Mean-Variance Hedging and Numeraire |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-Variance Hedging and Numeraire |
scientific article |
Statements
Mean-Variance Hedging and Numeraire (English)
0 references
29 March 2001
0 references
hedging
0 references
numéraire
0 references
incomplete markets
0 references
artificial extension
0 references
optimization
0 references
duality relation
0 references
variance-optimal martingale measure
0 references
