Some applications of L 2-hedging with a non-negative wealth process
Year of publication: |
1997
|
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Authors: | Korn, Ralf |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 4.1997, 1, p. 65-79
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Subject: | Hedging | Portfolio-Management | Portfolio selection | Wertpapierhandel | Securities trading | Theorie | Theory |
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