Dynamic programming and mean‐variance hedging in discrete time (Q4650902)
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scientific article; zbMATH DE number 2135222
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| English | Dynamic programming and mean‐variance hedging in discrete time |
scientific article; zbMATH DE number 2135222 |
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Dynamic programming and mean‐variance hedging in discrete time (English)
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18 February 2005
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Mean-variance Hedging, Discrete Time, Dynamic Programming, Incomplete Market, Arbitrage
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0.8638345003128052
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0.8638345003128052
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0.8364353179931641
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0.8281024098396301
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