Local risk minimization and numéraire (Q4954243)
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scientific article; zbMATH DE number 1449145
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Local risk minimization and numéraire |
scientific article; zbMATH DE number 1449145 |
Statements
Local risk minimization and numéraire (English)
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22 September 2002
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hedging
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local risk-minimization
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numéraire
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stochastic volatility
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minimal martingale measure
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0.8024476766586304
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0.7946933507919312
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0.7946933507919312
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0.7889322638511658
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0.7882015109062195
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