Mean-variance hedging and numéraire
Year of publication: |
1998
|
---|---|
Authors: | Gouriéroux, Christian |
Other Persons: | Laurent, Jean-Paul (contributor) ; Pham, Huyên (contributor) |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 8.1998, 3, p. 179-200
|
Subject: | Hedging | Unvollkommener Markt | Incomplete market | Theorie | Theory |
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