Some applications of L 2-hedging with a non-negative wealth process
Ralf Korn
| Year of publication: |
1997
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|---|---|
| Authors: | Korn, Ralf |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 4.1997, 1, p. 65-79
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| Subject: | Hedging | Portfolio-Management | Portfolio selection | Wertpapierhandel | Securities trading | 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://www.econbiz.de/10001226739