Explicit formulas for the minimal variance hedging strategy in a martingale case
| Year of publication: |
2010
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|---|---|
| Authors: | Angelini, Flavio ; Herzel, Stefano |
| Published in: |
Decisions in Economics and Finance. - Springer, ISSN 1593-8883. - Vol. 33.2010, 1, p. 63-79
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| Publisher: |
Springer |
| Subject: | Incomplete markets | Hedging | Contingent claim | Variance-optimal hedging |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008552396