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Mean-Variance Hedging and Stochastic Control: Beyond the Brownian Setting - MaRDI portal

Mean-Variance Hedging and Stochastic Control: Beyond the Brownian Setting (Q5273711)

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scientific article; zbMATH DE number 6743072
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English
Mean-Variance Hedging and Stochastic Control: Beyond the Brownian Setting
scientific article; zbMATH DE number 6743072

    Statements

    title
    Mean-Variance Hedging and Stochastic Control: Beyond the Brownian Setting (English)
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    publication date
    12 July 2017
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    91G70
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    60G48
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    60H20
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    93E20
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    zbMATH DE Number
    6743072
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    OpenAlex ID
    W2142934230
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