Mean-Variance Hedging and Numeraire (Q2707189)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-Variance Hedging and Numeraire |
scientific article |
Statements
Mean-Variance Hedging and Numeraire (English)
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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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