Mean-variance hedging in continuous time (Q1174786)
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scientific article; zbMATH DE number 9417
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Mean-variance hedging in continuous time |
scientific article; zbMATH DE number 9417 |
Statements
Mean-variance hedging in continuous time (English)
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25 June 1992
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optimal futures trading strategies
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mean-variance and quadratic objectives
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closed-form solution
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0.94939184
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0.9479939
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0.93240327
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