Mean–variance hedging under transaction costs
Year of publication: |
2007
|
---|---|
Authors: | Beutner, Eric |
Published in: |
Computational Statistics. - Springer. - Vol. 65.2007, 3, p. 539-557
|
Publisher: |
Springer |
Subject: | Hedging | Transaction costs | Mean-variance-hedging | Sum of closed convex cones in L 2 | Self-financing |
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