Robust mean-variance hedging in the two period model
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Publication:2869732
zbMATH Open1278.91169MaRDI QIDQ2869732FDOQ2869732
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)
Derivative securities (option pricing, hedging, etc.) (91G20) Applications of stochastic analysis (to PDEs, etc.) (60H30)
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