Pages that link to "Item:Q3651643"
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The following pages link to Mean-Variance Hedging in Large Financial Markets (Q3651643):
Displaying 5 items.
- Maximizing expected utility in the arbitrage pricing model (Q2627954) (← links)
- Hedging in Financial Markets (Q3395496) (← links)
- Minimal-Variance Hedging in Large Financial Markets: Random Fields Approach (Q3405552) (← links)
- From small markets to big markets (Q4989142) (← links)
- Change of filtrations and mean–variance hedging (Q5433511) (← links)