Mean-Variance Hedging for Stochastic Volatility Models (Q2707137)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-Variance Hedging for Stochastic Volatility Models |
scientific article |
Statements
Mean-Variance Hedging for Stochastic Volatility Models (English)
0 references
29 March 2001
0 references
mean-variance hedging
0 references
stochastic volatility
0 references
variance-optimal martingale measure
0 references
