Cross hedging with stochastic correlation
| Year of publication: |
2012
|
|---|---|
| Authors: | Ankirchner, Stefan ; Heyne, Gregor |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 16.2012, 1, p. 17-43
|
| Publisher: |
Springer |
| Subject: | Cross hedging | Incomplete markets | Correlation | Local risk minimisation | BSDE |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009400201