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Publication:2726707
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zbMath0984.91045MaRDI QIDQ2726707

No author found.

Publication date: 19 December 2001

Full work available at URL: https://eudml.org/doc/49172

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

misspecified asset price modelsrobust mean-variance hedging


Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35)


Related Items (1)

Optimal robust mean-variance hedging in incomplete financial markets







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