On the Mean-Variance Hedging Problem (Q4954388)
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scientific article; zbMATH DE number 1456245
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On the Mean-Variance Hedging Problem |
scientific article; zbMATH DE number 1456245 |
Statements
On the Mean-Variance Hedging Problem (English)
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6 June 2000
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mean-variance hedging
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stochastic integrals
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discrete time
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approximation
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0.8984243273735046
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0.8363843560218811
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0.82225102186203
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0.8214432001113892
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