Mean-variance hedging for continuous processes: New proofs and examples
| Year of publication: |
1997
|
|---|---|
| Authors: | Pham, Huyên ; Rheinländer, Thorsten ; Schweizer, Martin |
| Institutions: | Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Number 1997,24 |
| Classification: | G10 - General Financial Markets. General ; C60 - Mathematical Methods and Programming. General |
| Source: |
Persistent link: https://www.econbiz.de/10010983770