The pricing of liabilities in an incomplete market using dynamic mean-variance hedging
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Publication:882871
DOI10.1016/j.insmatheco.2005.04.002zbMath1120.62094MaRDI QIDQ882871
Publication date: 24 May 2007
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2005.04.002
62P05: Applications of statistics to actuarial sciences and financial mathematics
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