Claim pricing and hedging under market incompleteness and ``mean-variance'' preferences (Q5943941)
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scientific article; zbMATH DE number 1648767
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Claim pricing and hedging under market incompleteness and ``mean-variance'' preferences |
scientific article; zbMATH DE number 1648767 |
Statements
Claim pricing and hedging under market incompleteness and ``mean-variance'' preferences (English)
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2001
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Market incompleteness
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Mean-variance utility
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General claims
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Bid-ask spreads
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