Dynamic programming and mean‐variance hedging in discrete time (Q4650902)

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scientific article; zbMATH DE number 2135222
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English
Dynamic programming and mean‐variance hedging in discrete time
scientific article; zbMATH DE number 2135222

    Statements

    title
    Dynamic programming and mean‐variance hedging in discrete time (English)
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    author
    Aleš Černý
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    publication date
    18 February 2005
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    zbMATH Keywords
    Mean-variance Hedging, Discrete Time, Dynamic Programming, Incomplete Market, Arbitrage
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    91B84
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    90C39
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    zbMATH DE Number
    2135222
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    OpenAlex ID
    W3125366559
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