A comparison of two quadratic approaches to hedging in incomplete markets
David Heath and Eckhard Platen; Martin Schweizer
| Year of publication: |
2001
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| Authors: | Heath, David C. ; Platen, Eckhard ; Schweizer, Martin |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 11.2001, 4, p. 385-413
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| Subject: | Optionspreistheorie | Option pricing theory | Unvollkommener Markt | Incomplete market | Hedging | Volatilität | Volatility | Markov-Kette | Markov chain | Stochastischer Prozess | Stochastic process | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Mathematical finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001620447