Mean-variance hedging strategies in discrete time and continuous state space
Year of publication: |
2006
|
---|---|
Authors: | Costa, O. L. V. ; Maiali, A. C. ; Pinto, A. de C. |
Published in: |
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]. - Southampton [u.a.] : WIT Press, ISBN 1-84564-174-4. - 2006, p. 109-118
|
Subject: | Optionspreistheorie | Option pricing theory | Hedging | Theorie | Theory |
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