Mean-variance hedging based on an incomplete market with external risk factors of non-Gaussian OU processes
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Publication:1666165
DOI10.1155/2015/625289zbMath1395.91399arXiv1410.0991OpenAlexW1973079291WikidataQ59119155 ScholiaQ59119155MaRDI QIDQ1666165
Publication date: 27 August 2018
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1410.0991
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