Mean-Variance Hedging Under Partial Information (Q3399248)
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scientific article
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Mean-Variance Hedging Under Partial Information |
scientific article |
Statements
Mean-Variance Hedging Under Partial Information (English)
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29 September 2009
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backward stochastic differential equation
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semimartingale market model
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incomplete markets
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mean-variance hedging
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partial information
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0.9166470170021056
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0.8781486749649048
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0.8684112429618835
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0.8650830984115601
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0.86375892162323
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