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Q3534755 - MaRDI portal

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    Statements

    publication date
    4 November 2008
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    zbMATH Keywords
    local risk-minimization
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    quadratic hedging
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    incomplete markets
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    locally risk-minimizing
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    Föllmer-Schweizer decomposition
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    payment streams
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    structure condition
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    mean-variance tradeoff
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    author
    Martin Schweizer
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    60G48
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    60G35
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    zbMATH DE Number
    5361733
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