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Mean-Variance Hedging Under Partial Information - MaRDI portal

Mean-Variance Hedging Under Partial Information (Q3399248)

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Mean-Variance Hedging Under Partial Information
scientific article

    Statements

    title
    Mean-Variance Hedging Under Partial Information (English)
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    author
    Michael Mania
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    Revaz Tevzadze
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    Teimuraz Toronjadze
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    publication date
    29 September 2009
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    zbMATH Keywords
    backward stochastic differential equation
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    semimartingale market model
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    incomplete markets
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    mean-variance hedging
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    partial information
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    Identifiers

    DOI
    10.1137/070700061
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    Mathematics Subject Classification ID
    91B28
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    60H30
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    90C39
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    zbMATH DE Number
    5609466
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    OpenAlex ID
    W2102657492
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    arXiv ID
    math/0703424
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