Discrete hedging in the mean/variance model for European call options
type: Item
instance of: scholarly article
title: Discrete hedging in the mean/variance model for European call options
zbMATH Open document ID: 1407.91255
author: V. N. Nikulin
published in: Journal of Mathematical Sciences (New York)
publication date: 2018-02-06T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6834896
zbMATH Keywords: variance model
zbMATH Keywords: European call options
zbMATH Keywords: portfolio
MaRDI profile type: Publication
full work available at URL: s10958-017-3589-8
OpenAlex ID: W2763721578
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DOI: 10.1007/S10958-017-3589-8
description: scientific article; zbMATH DE number 6834896