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~isPartOf:"Discussion Paper Serie B"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Mathematics and financial economics"
~subject:"Signed martingale measures"
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Mean-Variance Hedging via Stoc...
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Signed martingale measures
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minimal signed martingale measure
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Schweizer, Martin
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University of Bonn, Germany
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Discussion Paper Serie B
Mathematical finance : an international journal of mathematics, statistics and financial theory
Mathematics and financial economics
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A new characterization of the maringale property
Schweizer, Martin
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University of Bonn, Germany
Persistent link: https://www.econbiz.de/10005028354
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Variance optimal hedging in discrete time
Schweizer, Martin
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University of Bonn, Germany
Persistent link: https://www.econbiz.de/10005028373
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