The pricing of liabilities in an incomplete market using dynamic mean-variance hedging (Q882871)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The pricing of liabilities in an incomplete market using dynamic mean-variance hedging |
scientific article |
Statements
The pricing of liabilities in an incomplete market using dynamic mean-variance hedging (English)
0 references
24 May 2007
0 references
Market value of liabilities
0 references
Equilibrium market models
0 references
Incomplete markets
0 references
