✦ LIBER ✦

Mean-Variance Hedging and Numéraire

✍ Scribed by Christian Gourieroux; Jean Paul Laurent; Huyên Pham

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Dynamic programming and mean-variance he

✍ Jean Paul Laurent; Huyên Pham 📂 Article 📅 1999 🏛 Springer-Verlag 🌐 English ⚖ 291 KB

Mean–variance hedging under transaction

✍ Eric Beutner 📂 Article 📅 2006 🏛 Springer 🌐 English ⚖ 182 KB

Mean-Variance Hedging for Stochastic Vol

✍ Francesca Biagini; Paolo Guasoni; Maurizio Pratelli 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 255 KB

MEAN–VARIANCE PORTFOLIO CHOICE: QUADRATI

✍ Jianming Xia 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 69 KB

Dynamic programming and mean-variance he

✍ Koichi Matsumoto 📂 Article 📅 2009 🏛 Springer US 🌐 English ⚖ 522 KB

Mean-variance hedging for continuous pro

✍ Huyên Pham; Thorsten Rheinländer; Martin Schweizer 📂 Article 📅 1998 🏛 Springer-Verlag 🌐 English ⚖ 221 KB