Some remarks on mean-variance hedging for discontinuous asset price processes
Year of publication: |
2005
|
---|---|
Authors: | Arai, Takuji |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 8.2005, 4, p. 425-443
|
Subject: | Hedging | Finanzmarkt | Financial market | Unvollkommener Markt | Incomplete market | Theorie | Theory | Martingal | Martingale | Statistische Verteilung | Statistical distribution |
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