BENCHMARKED RISK MINIMIZATION

DOI10.1111/mafi.12065zbMath1386.91124OpenAlexW2137018538MaRDI QIDQ5739193

Eckhard Platen, Ke du

Publication date: 15 July 2016

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10453/36413

zbMATH Keywords

hedgingincomplete marketpricingnuméraire portfoliorisk minimizationbenchmark approach

Mathematics Subject Classification ID

Portfolio theory (91G10)

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