On the Mean-Variance Hedging in the Ho--Lee Diffusion Model (Q4510008)
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scientific article; zbMATH DE number 1519993
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Mean-Variance Hedging in the Ho--Lee Diffusion Model |
scientific article; zbMATH DE number 1519993 |
Statements
On the Mean-Variance Hedging in the Ho--Lee Diffusion Model (English)
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19 October 2000
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mean-variance hedging
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time structure of interest rates
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option
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marginal measure
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