Local risk-minimization under the benchmark approach

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Publication:2452150

DOI10.1007/s11579-014-0115-3zbMath1308.91157arXiv1210.2337OpenAlexW2949610297MaRDI QIDQ2452150

Francesca Biagini, Alessandra Cretarola, Eckhard Platen

Publication date: 30 May 2014

Published in: Mathematics and Financial Economics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1210.2337




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