Hedging diffusion processes by local risk minimization with applications to index tracking
| Year of publication: |
2007
|
|---|---|
| Authors: | Colwell, David ; El-Hassan, Nadima ; Kang Kwon, Oh |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 31.2007, 7, p. 2135-2151
|
| Publisher: |
Elsevier |