Mean-variance hedging for general claims (Q1186302)
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scientific article; zbMATH DE number 36424
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-variance hedging for general claims |
scientific article; zbMATH DE number 36424 |
Statements
Mean-variance hedging for general claims (English)
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28 June 1992
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mean-variance criterion
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continuous trading
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option valuation
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equivalent martingale measures
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hedging
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