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BENCHMARKED RISK MINIMIZATION - MaRDI portal

BENCHMARKED RISK MINIMIZATION (Q5739193)

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scientific article; zbMATH DE number 6603662
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English
BENCHMARKED RISK MINIMIZATION
scientific article; zbMATH DE number 6603662

    Statements

    title
    BENCHMARKED RISK MINIMIZATION (English)
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    author
    Ke du
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    Eckhard Platen
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    publication date
    15 July 2016
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    zbMATH Keywords
    risk minimization
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    incomplete market
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    pricing
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    hedging
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    numéraire portfolio
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    benchmark approach
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    Identifiers

    zbMATH DE Number
    6603662
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    OpenAlex ID
    W2137018538
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    DOI
    10.1111/MAFI.12065
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