Convex Duality in Mean-Variance Hedging Under Convex Trading Constraints (Q4906508)
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scientific article; zbMATH DE number 6139561
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convex Duality in Mean-Variance Hedging Under Convex Trading Constraints |
scientific article; zbMATH DE number 6139561 |
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Convex Duality in Mean-Variance Hedging Under Convex Trading Constraints (English)
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28 February 2013
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mean-variance hedging
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constraints
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stochastic integral
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convex duality
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