Hedging diffusion processes by local risk minimization with applications to index tracking (Q1027354)
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scientific article; zbMATH DE number 5573565
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging diffusion processes by local risk minimization with applications to index tracking |
scientific article; zbMATH DE number 5573565 |
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Hedging diffusion processes by local risk minimization with applications to index tracking (English)
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1 July 2009
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minimal martingale measure
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local risk minimization
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hedging
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incomplete market
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index tracking
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portfolio selection
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