Mean-variance hedging and numéraire (Q2707189)
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scientific article; zbMATH DE number 1582918
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Mean-variance hedging and numéraire |
scientific article; zbMATH DE number 1582918 |
Statements
29 March 2001
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hedging
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numéraire
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incomplete markets
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artificial extension
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optimization
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duality relation
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variance-optimal martingale measure
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Mean-variance hedging and numéraire (English)
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0.8587073087692261
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0.8535483479499817
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0.8535483479499817
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0.8163748979568481
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0.8135975003242493
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