A Comparison of Two Quadratic Approaches to Hedging in Incomplete Markets

Publisher:
Blackwell Publishers
Publication Type:
Journal Article
Citation:
Mathematical Finance, 2001, 11 (4), pp. 385 - 413
Issue Date:
2001-01
Full metadata record
Files in This Item:
Filename Description Size
Thumbnail2004004528.pdf1.61 MB
Adobe PDF
Please use this identifier to cite or link to this item: