MAXIMIZING THE PROBABILITY OF A PERFECT HEDGE USING AN IMPERFECTLY CORRELATED INSTRUMENT (Q5704732)
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scientific article; zbMATH DE number 2229327
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MAXIMIZING THE PROBABILITY OF A PERFECT HEDGE USING AN IMPERFECTLY CORRELATED INSTRUMENT |
scientific article; zbMATH DE number 2229327 |
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MAXIMIZING THE PROBABILITY OF A PERFECT HEDGE USING AN IMPERFECTLY CORRELATED INSTRUMENT (English)
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15 November 2005
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hedging strategies
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stochastic control
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Brownian motion
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policy improvement
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timely information
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