Mean-Variance Hedging Under Additional Market Information (Q5696874)
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scientific article; zbMATH DE number 2216250
Language | Label | Description | Also known as |
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English | Mean-Variance Hedging Under Additional Market Information |
scientific article; zbMATH DE number 2216250 |
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Mean-Variance Hedging Under Additional Market Information (English)
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19 October 2005
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option pricing
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mean variance hedging
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incomplete markets
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variance-optimal martingale measure
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