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2006-06-01Buch DOI: 10.18452/3808
Mean-Variance Hedging for Continuous Processes
dc.contributor.authorPham, Huyên
dc.contributor.authorRheinländer, Thorsten
dc.contributor.authorSchweizer, Martin
dc.date.accessioned2017-06-15T22:11:16Z
dc.date.available2017-06-15T22:11:16Z
dc.date.created2006-06-01
dc.date.issued2006-06-01
dc.identifier.issn1436-1086
dc.identifier.urihttp://edoc.hu-berlin.de/18452/4460
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/
dc.subjectmean-variance hedgingeng
dc.subjectvariance-optimal martingale measureeng
dc.subjectFöllmer-Schweizer decompositioneng
dc.subjectstochastic integralseng
dc.subjectminimal martingale measureeng
dc.subject.ddc330 Wirtschaft
dc.titleMean-Variance Hedging for Continuous Processes
dc.typebook
dc.subtitleNew Proofs and Examples
dc.identifier.urnurn:nbn:de:kobv:11-10064106
dc.identifier.doihttp://dx.doi.org/10.18452/3808
dc.subject.dnb17 Wirtschaft
local.edoc.container-titleSonderforschungsbereich 373: Quantification and Simulation of Economic Processes
local.edoc.pages30
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume1997
local.edoc.container-issue24
local.edoc.container-year1997
local.edoc.container-erstkatid2135319-0

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