The mean-variance hedging in a bond market with jumps (Q4932832)
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: The mean-variance hedging in a bond market with jumps |
scientific article; zbMATH DE number 5796808
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The mean-variance hedging in a bond market with jumps |
scientific article; zbMATH DE number 5796808 |
Statements
The Mean-Variance Hedging in a Bond Market with Jumps (English)
0 references
7 October 2010
0 references
Backward semimartingale equation
0 references
bond market with jumps
0 references
mean-variance hedging
0 references
variance optimal martingale
0 references
0.8813359141349792
0 references
0.8760499358177185
0 references
0.8641996383666992
0 references
0.8403688669204712
0 references
0.8122103214263916
0 references
