Risk minimization in the model with transaction costs (Q4425016)
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scientific article; zbMATH DE number 1978397
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk minimization in the model with transaction costs |
scientific article; zbMATH DE number 1978397 |
Statements
Risk minimization in the model with transaction costs (English)
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9 September 2003
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option pricing
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quadratic risk
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trading strategy
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predictability condition
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gain functional
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contingent claim
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attainable gains
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closedness
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variance-optimal hedging
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