Pages that link to "Item:Q2707147"
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The following pages link to Multidimensional variance-optimal hedging in discrete-time model -- a general approach (Q2707147):
Displaying 4 items.
- On a property of multidimensional normal distributions and its application to the computation of options (Q960734) (← links)
- Mean-variance hedging under transaction costs (Q2460042) (← links)
- Optimal hedging when the underlying asset follows a regime-switching Markov process (Q2514833) (← links)
- LOCAL RISK-MINIMIZATION WITH MULTIPLE ASSETS UNDER ILLIQUIDITY WITH APPLICATIONS IN ENERGY MARKETS (Q4571703) (← links)