Explicit formulas for the minimal variance hedging strategy in a martingale case
Flavio Angelini; Stefano Herzel
| Year of publication: |
2010
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|---|---|
| Authors: | Angelini, Flavio ; Herzel, Stefano |
| Published in: |
Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 2040574-1. - Vol. 33.2010, 1, p. 63-79
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| Subject: | Hedging | Varianzanalyse | Analysis of variance | Optionspreistheorie | Option pricing theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003967624