Mean-Variance Hedging Under Partial Information (Q3399248)
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 Under Partial Information |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-Variance Hedging Under Partial Information |
scientific article |
Statements
Mean-Variance Hedging Under Partial Information (English)
0 references
29 September 2009
0 references
backward stochastic differential equation
0 references
semimartingale market model
0 references
incomplete markets
0 references
mean-variance hedging
0 references
partial information
0 references
