Mean-variance hedging under additional market information
Year of publication: |
2003
|
---|---|
Authors: | Thierbach, Frank |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 6.2003, 6, p. 613-636
|
Subject: | mean variance approach | Hedging | Optionspreistheorie | Option pricing theory | Portfolio-Management | Portfolio selection | Theorie | Theory |
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