| Display title | Risk-minimizing hedging strategies under restricted information: The case of stochastic volatility models observable only at discrete random times |
| Default sort key | 1809502 |
| Page length (in bytes) | 15 |
| Namespace ID | 4206 |
| Namespace | Publication |
| Page ID | 9570810 |
| Page content language | en - English |
| Page content model | wikitext |
| Indexing by robots | Allowed |
| Number of redirects to this page | 0 |
| Counted as a content page | Yes |
| Page views in the past month | 0 |
| MaRDI portal item ID | Q1809502 |
| Central description | scientific article; zbMATH DE number 1370338 |
| Edit | Allow only users with "overwriteprofilepages" permission (infinite) |
| Move | Allow only users with "overwriteprofilepages" permission (infinite) |
| Page creator | Import240129110113 (talk | contribs) |
| Date of page creation | 09:19, 1 February 2024 |
| Latest editor | Import240129110113 (talk | contribs) |
| Date of latest edit | 09:19, 1 February 2024 |
| Total number of edits | 1 |
| Recent number of edits (within past 90 days) | 0 |
| Recent number of distinct authors | 0 |
| Transcluded templates (17) | Pages included on this page:
|
| MaRDI portal entities used in this page | |
