Quadratic hedging for asset derivatives with discrete stochastic dividends.
type: Item
instance of: scholarly article
title: Quadratic hedging for asset derivatives with discrete stochastic dividends.
zbMATH Open document ID: 1081.91012
DOI: 10.1016/S0167-6687(02)00212-3
author: Anna Battauz
published in: Insurance Mathematics \& Economics
publication date: 2003-11-16T00:00:00Z
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 2004077
zbMATH Keywords: quadratic hedging
zbMATH Keywords: discrete dividends
zbMATH Keywords: incomplete market
zbMATH Keywords: exogeneous risk
zbMATH Keywords: no arbitrage approach
MaRDI profile type: Publication
cites work: Q4495098
cites work: A note on the terminal date security prices in a continuous time trading model with dividends
cites work: Q3996259
cites work: A guided tour through quadratic hedging approaches
full work available at URL: s0167-6687(02)00212-3
OpenAlex ID: W3121793794
description: scientific article; zbMATH DE number 2004077