Mean-variance hedging in continuous-time with stochastic interest rate
type: Item
instance of: scholarly article
title: Mean-variance hedging in continuous-time with stochastic interest rate
zbMATH Open document ID: 0936.91021
DOI: 10.1080/17442509908834201
author: Jun Sekine
published in: Stochastics and Stochastic Reports
publication date: 2000-03-14T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 60H30
zbMATH DE Number: 1356181
zbMATH Keywords: mean-variance hedging
zbMATH Keywords: stochastic interest
zbMATH Keywords: Feynman-Kac formula
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1080/17442509908834201
OpenAlex ID: W2008075251
cites work: A note on the forward measure
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cites work: Mean-variance hedging in continuous time
cites work: Mean-variance hedging and numéraire
cites work: Mean-variance hedging for continuous processes: New proofs and examples
cites work: On \(L^2\)-projections on a space of stochastic integrals
description: scientific article; zbMATH DE number 1356181