Mean-variance hedging in continuous-time with stochastic interest rate (Q4700347)
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scientific article; zbMATH DE number 1356181
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Mean-variance hedging in continuous-time with stochastic interest rate |
scientific article; zbMATH DE number 1356181 |
Statements
Mean-variance hedging in continuous-time with stochastic interest rate (English)
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14 March 2000
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mean-variance hedging
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stochastic interest
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Feynman-Kac formula
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0.82535719871521
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0.8076896667480469
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0.8004547357559204
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0.7921583652496338
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