Convex Duality in Mean-Variance Hedging Under Convex Trading Constraints (Q4906508)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Convex Duality in Mean-Variance Hedging Under Convex Trading Constraints |
scientific article; zbMATH DE number 6139561
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Convex Duality in Mean-Variance Hedging Under Convex Trading Constraints |
scientific article; zbMATH DE number 6139561 |
Statements
Convex Duality in Mean-Variance Hedging Under Convex Trading Constraints (English)
0 references
28 February 2013
0 references
mean-variance hedging
0 references
constraints
0 references
stochastic integral
0 references
convex duality
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8286711
0 references
0.8257474
0 references
0.8155263
0 references
0.81334335
0 references
0.81304383
0 references
0.81097364
0 references
