Mean-variance hedging under stochastic interests (Q3500504)
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scientific article; zbMATH DE number 5283361
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| default for all languages | No label defined |
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| English | Mean-variance hedging under stochastic interests |
scientific article; zbMATH DE number 5283361 |
Statements
3 June 2008
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special semimartingales
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Galtchouk-Kunita-Watanabe decomposition
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variance-optimal martingale measures
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0.8564757704734802
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0.8355582356452942
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0.8285942673683167
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0.8266118764877319
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0.8220027685165405
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