Some applications of L2-hedging with a non-negative wealth process (Q4541542)
From MaRDI portal
scientific article; zbMATH DE number 1771941
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some applications of L2-hedging with a non-negative wealth process |
scientific article; zbMATH DE number 1771941 |
Statements
Some applications of L2-hedging with a non-negative wealth process (English)
0 references
4 September 2002
0 references
\(L^2\)-hedging
0 references
securities markets
0 references
hedge portfolio
0 references