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On the Mean-Variance Hedging Problem - MaRDI portal

On the Mean-Variance Hedging Problem (Q4954388)

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scientific article; zbMATH DE number 1456245
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English
On the Mean-Variance Hedging Problem
scientific article; zbMATH DE number 1456245

    Statements

    title
    On the Mean-Variance Hedging Problem (English)
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    author
    M. L. Nechaev
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    Alexander V. Melnikov
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    publication date
    6 June 2000
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    zbMATH Keywords
    mean-variance hedging
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    stochastic integrals
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    discrete time
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    approximation
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    Identifiers

    zbMATH DE Number
    1456245
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    OpenAlex ID
    W2067491790
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