Mean-variance hedging in continuous time (Q1174786)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Mean-variance hedging in continuous time |
scientific article; zbMATH DE number 9417
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-variance hedging in continuous time |
scientific article; zbMATH DE number 9417 |
Statements
Mean-variance hedging in continuous time (English)
0 references
25 June 1992
0 references
optimal futures trading strategies
0 references
mean-variance and quadratic objectives
0 references
closed-form solution
0 references
0.9479939
0 references
0 references
0.93240327
0 references
0 references
