Work

Numerical Comparison of Local Risk-Minimisation and Mean-Variance Hedging

Year: 2010

Type: book-chapter

Source: Cambridge University Press eBooks

DOI: 10.1017/cbo9780511569708.015

Authors: D. Heath, E. Platen, M. Schweizer

Institutions: Centre de Recherche en Économie et Statistique, Université Paris Dauphine-PSL

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1840465501

FWCI: 4.859

Cites: 10

Cited by: 31

Related to: 10