SOME REMARKS ON MEAN-VARIANCE HEDGING FOR DISCONTINUOUS ASSET PRICE PROCESSES (Q5462700)
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scientific article; zbMATH DE number 2190896
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SOME REMARKS ON MEAN-VARIANCE HEDGING FOR DISCONTINUOUS ASSET PRICE PROCESSES |
scientific article; zbMATH DE number 2190896 |
Statements
SOME REMARKS ON MEAN-VARIANCE HEDGING FOR DISCONTINUOUS ASSET PRICE PROCESSES (English)
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3 August 2005
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mean-variance hedging
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variance-optimal martingale measure
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jump diffusion
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