Mean-variance hedging and numeraire
Christian Gourieroux; Jean-Paul Laurent; Huyên Pham
| Year of publication: |
1996
|
|---|---|
| Authors: | Gouriéroux, Christian ; Laurent, Jean-Paul ; Pham, Huyên |
| Publisher: |
Paris |
| Subject: | Hedging | Unvollkommener Markt | Incomplete market | Portfolio-Management | Portfolio selection | Optionspreistheorie | Option pricing theory |
| Extent: | 23 Bl. |
|---|---|
| Series: | Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP. - Paris, ZDB-ID 2128763-6. - Vol. 9611 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000950071