Mean-variance hedging with basis risk (Q6574589)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Mean-variance hedging with basis risk |
scientific article; zbMATH DE number 7883120
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Mean-variance hedging with basis risk |
scientific article; zbMATH DE number 7883120 |
Statements
Mean-variance hedging with basis risk (English)
0 references
18 July 2024
0 references
basis risk
0 references
BSDE
0 references
Malliavin derivative
0 references
mean-variance analysis
0 references
optimal hedging
0 references
stochastic LQ control
0 references
0 references
