Work

Local risk-minimization under the benchmark approach

Year: 2014

Type: article

Source: Mathematics and Financial Economics

DOI: 10.1007/s11579-014-0115-3

Authors: Francesca Biagini, Alessandra Cretarola, Eckhard Platen

Institutions: Ludwig-Maximilians-Universität München, University of Perugia, University of Technology Sydney

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2142608441

FWCI: 5.871

Cites: 21

Cited by: 17

Related to: 20