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Some applications of L2-hedging with a non-negative wealth process - MaRDI portal

Some applications of L2-hedging with a non-negative wealth process (Q4541542)

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scientific article; zbMATH DE number 1771941
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Some applications of L2-hedging with a non-negative wealth process
scientific article; zbMATH DE number 1771941

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    Some applications of L2-hedging with a non-negative wealth process (English)
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    4 September 2002
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    \(L^2\)-hedging
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    securities markets
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    hedge portfolio
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