CROSS HEDGING WITHIN A LOG MEAN REVERTING MODEL (Q3502985)
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scientific article; zbMATH DE number 5277128
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | CROSS HEDGING WITHIN A LOG MEAN REVERTING MODEL |
scientific article; zbMATH DE number 5277128 |
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CROSS HEDGING WITHIN A LOG MEAN REVERTING MODEL (English)
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20 May 2008
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hedging
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incomplete markets
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hedging numéraire
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minimal variance martingale measure
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mean reverting models
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0.7632750272750854
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0.7607212662696838
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0.7607113718986511
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0.760688841342926
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0.7579907178878784
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