Optimal hedging with basis risk (Q5493542)
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scientific article; zbMATH DE number 5066260
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal hedging with basis risk |
scientific article; zbMATH DE number 5066260 |
Statements
23 October 2006
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Mathematical finance
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utility-based pricing
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duality
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hedging strategies
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Malliavin calculus
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0.8764891624450684
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0.8537647128105164
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0.8214302659034729
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0.820735514163971
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