Mean-variance hedging for continuous processes : new proofs and examples
Huyên Pham ; Thorsten Rheinländer ; Martin Schweizer
| Year of publication: |
1998
|
|---|---|
| Authors: | Pham, Huyên |
| Other Persons: | Rheinländer, Thorsten (contributor) ; Schweizer, Martin (contributor) |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 2.1998, 2, p. 173-198
|
| Subject: | Hedging | Stochastischer Prozess | Stochastic process | Theorie | Theory |
| 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://ebvufind01.dmz1.zbw.eu/10001235406