Dynamic programming and mean-variance hedging with partial execution risk

✍ Scribed by Koichi Matsumoto

• Book ID: 106514063
• Publisher: Springer US
• Year: 2009
• Tongue: English
• Weight: 522 KB
• Volume: 12
• Category: Article
• ISSN: 1380-6645
• DOI: 10.1007/s11147-009-9033-6