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An entropy approach to the Stein and Stein model with correlation
Rheinländer, Thorsten
- In:
Finance and stochastics
9
(
2005
)
3
,
pp. 399-413
Persistent link: https://www.econbiz.de/10002946727
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Mean-variance hedging for continuous processes : new proofs and examples
Pham, Huyên
- In:
Finance and stochastics
2
(
1998
)
2
,
pp. 173-198
Persistent link: https://www.econbiz.de/10001235406
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An entropy approach to the Stein and Stein model with correlation
Rheinländer, Thorsten
- In:
Finance and stochastics
9
(
2005
)
3
,
pp. 399-414
Persistent link: https://www.econbiz.de/10008214293
Saved in:
4
Mean-variance hedging for continuous processes: New proofs and examples
Pham, Huyên
;
Rheinländer, Thorsten
;
Schweizer, Martin
- In:
Finance and stochastics
2
(
1998
)
2
,
pp. 173-198
Persistent link: https://www.econbiz.de/10008218815
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