Quadratic hedging for asset derivatives with discrete stochastic dividends. (Q1413392)
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scientific article; zbMATH DE number 2004077
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quadratic hedging for asset derivatives with discrete stochastic dividends. |
scientific article; zbMATH DE number 2004077 |
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Quadratic hedging for asset derivatives with discrete stochastic dividends. (English)
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16 November 2003
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quadratic hedging
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discrete dividends
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incomplete market
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exogeneous risk
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no arbitrage approach
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