Mean-variance hedging with uncertain trade execution
Year of publication: |
2009
|
---|---|
Authors: | Matsumoto, Koichi |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 16.2009, 3/4, p. 219-252
|
Subject: | Theorie | Theory | Hedging | Portfolio-Management | Portfolio selection |
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