Local risk minimization and numéraire (Q4954243)
From MaRDI portal
scientific article; zbMATH DE number 1449145
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local risk minimization and numéraire |
scientific article; zbMATH DE number 1449145 |
Statements
Local risk minimization and numéraire (English)
0 references
22 September 2002
0 references
hedging
0 references
local risk-minimization
0 references
numéraire
0 references
stochastic volatility
0 references
minimal martingale measure
0 references
