Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
MINIMAL VARIANCE HEDGING FOR INSIDER TRADING - MaRDI portal

MINIMAL VARIANCE HEDGING FOR INSIDER TRADING (Q5386319)

From MaRDI portal
scientific article; zbMATH DE number 5274475
Language Label Description Also known as
English
MINIMAL VARIANCE HEDGING FOR INSIDER TRADING
scientific article; zbMATH DE number 5274475

    Statements

    title
    MINIMAL VARIANCE HEDGING FOR INSIDER TRADING (English)
    0 references
    author
    Francesca Biagini
    0 references
    Bernt Øksendal
    0 references
    publication date
    14 May 2008
    0 references
    Mathematics Subject Classification ID
    91B28
    0 references
    60H05
    0 references
    60H30
    0 references
    zbMATH DE Number
    5274475
    0 references
    zbMATH Keywords
    forward integral
    0 references
    Malliavin calculus
    0 references
    minimal variance
    0 references
    insider hedging
    0 references
    mean-variance insider hedging
    0 references
    cites work
    Q3994411
    0 references
    OpenAlex ID
    W2131465860
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q5386319&oldid=37306704"
    Powered by MediaWiki