Variance-Optimal Hedging in Discrete Time (Q4835384)
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scientific article; zbMATH DE number 764058
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| default for all languages | No label defined |
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| English | Variance-Optimal Hedging in Discrete Time |
scientific article; zbMATH DE number 764058 |
Statements
Variance-Optimal Hedging in Discrete Time (English)
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18 March 1996
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random variable
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stochastic integrals
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diskrete-time process
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hedging strategy
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0.8995265960693359
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0.8984243273735046
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0.834293782711029
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