The pricing of liabilities in an incomplete market using dynamic mean-variance hedging (Q882871)
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scientific article; zbMATH DE number 5156974
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| English | The pricing of liabilities in an incomplete market using dynamic mean-variance hedging |
scientific article; zbMATH DE number 5156974 |
Statements
The pricing of liabilities in an incomplete market using dynamic mean-variance hedging (English)
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24 May 2007
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Market value of liabilities
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Equilibrium market models
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Incomplete markets
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0.7701793313026428
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0.7622125744819641
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0.7622125744819641
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