Risk-minimizing hedging strategies under restricted information : the case of stochastic volatility models observable only at discrete random times
Rüdiger Frey; Wolfgang J. Runggaldier
| Year of publication: |
1999
|
|---|---|
| Authors: | Frey, Rüdiger ; Runggaldier, Wolfgang J. |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 50.1999, 2, p. 339-350
|
| Subject: | Hedging | Volatilität | Volatility | Informationsökonomik | Economics of information | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Mathematical methods of operations research |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001428847