Cross hedging with stochastic correlation
type: Item
instance of: scholarly article
title: Cross hedging with stochastic correlation
zbMATH Open document ID: 1259.91082
author: Stefan Ankirchner
author: Gregor Heyne
published in: Finance and Stochastics
publication date: 2012-11-15T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H07
zbMATH DE Number: 6106797
zbMATH Keywords: cross hedging
zbMATH Keywords: incomplete markets
zbMATH Keywords: correlation
zbMATH Keywords: local risk minimisation
zbMATH Keywords: BSDE
MaRDI profile type: Publication
full work available at URL: s00780-010-0148-2
OpenAlex ID: W2137416576
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DOI: 10.1007/S00780-010-0148-2
description: scientific article; zbMATH DE number 6106797