Quadratic hedging problems for non-tradable assets (Q2993879)
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scientific article; zbMATH DE number 6612426
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Quadratic hedging problems for non-tradable assets |
scientific article; zbMATH DE number 6612426 |
Statements
10 August 2016
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non-tradable assets
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jump-diffusion process
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quadratic hedging
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utility optimal
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0.8177968263626099
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0.8152340650558472
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0.8053231239318848
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0.7973066568374634
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0.7855031490325928
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