Explicit formulas for the minimal variance hedging strategy in a martingale case (Q965780)
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scientific article; zbMATH DE number 5701502
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| English | Explicit formulas for the minimal variance hedging strategy in a martingale case |
scientific article; zbMATH DE number 5701502 |
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Explicit formulas for the minimal variance hedging strategy in a martingale case (English)
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26 April 2010
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incomplete markets
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hedging
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contingent claim
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variance-optimal hedging
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0.88572025
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0.8828708
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0.88119847
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0.87908375
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0.87841094
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0.8778203
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0.8754181
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