Optimal robust mean-variance hedging in incomplete financial markets (Q2255960)
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scientific article; zbMATH DE number 6405623
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| English | Optimal robust mean-variance hedging in incomplete financial markets |
scientific article; zbMATH DE number 6405623 |
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Optimal robust mean-variance hedging in incomplete financial markets (English)
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18 February 2015
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mean-variance hedging
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optimal \(B\)-robust estimate
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incomplete financial markets
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0.8513470888137817
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0.8060491681098938
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0.7796593904495239
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