Robust mean-variance hedging in the two period model

MaRDI QIDQ2869732zbMATH OpenFDO

Authors R. Tevzadze, T. Uzunashvili

Publication date 3 January 2014

Published in Reports of Enlarged Sessions of the Seminar of I. Vekua Institute of Applied Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Applications of stochastic analysis (to PDEs, etc.) (60H30)

This page was built for publication: Robust mean-variance hedging in the two period model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2869732)