- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Language
-
Englisch
- Bibliographic citation
-
In: The Annals of Probability ; Band 35 (2007), Heft 4. - S.1479-1531. - ISSN 0091-1798
- Classification
-
Wirtschaft
- Event
-
Veröffentlichung
- (where)
-
Kiel
- (who)
-
Universitätsbibliothek Kiel
- (when)
-
2013
- Creator
- URN
-
urn:nbn:de:gbv:8-publ-3339
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
25.03.2025, 1:44 PM CET
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Černý, Aleš
- Kallsen, Jan
- Universitätsbibliothek Kiel
Time of origin
- 2013
Other Objects (12)
Mean-Variance Hedging for Continuous Processes
Mean-Variance Hedging under Additional Market Information
Mean variance hedging : a stochastic LQ control approach
A Note on Mean-Variance Hedging of Non-Attainable Claims
Mean-variance hedging for continuous processes: New proofs and examples
Mean-Variance hedging and optimal investment in Heston's model with correlation
Mean variance hedging in the presence of additionally observed market prices
Mean-risk hedging strategies in electricity markets with limited liquidity
Mean-risk hedging strategies in electricity markets with limited liquidity
Semistatic and sparse variance‐optimal hedging
Optimierung eines Mean-Variance Portfolios
Mean-Variance Space for Evaluations
Mean-Variance Hedging for Continuous Processes
Mean-Variance Hedging under Additional Market Information
Mean variance hedging : a stochastic LQ control approach
A Note on Mean-Variance Hedging of Non-Attainable Claims
Mean-variance hedging for continuous processes: New proofs and examples
Mean-Variance hedging and optimal investment in Heston's model with correlation
Mean variance hedging in the presence of additionally observed market prices
Mean-risk hedging strategies in electricity markets with limited liquidity
Mean-risk hedging strategies in electricity markets with limited liquidity
Semistatic and sparse variance‐optimal hedging
Optimierung eines Mean-Variance Portfolios
Mean-Variance Space for Evaluations
Mean-Variance Hedging for Continuous Processes
Mean-Variance Hedging under Additional Market Information
Mean variance hedging : a stochastic LQ control approach
A Note on Mean-Variance Hedging of Non-Attainable Claims
Mean-variance hedging for continuous processes: New proofs and examples
Mean-Variance hedging and optimal investment in Heston's model with correlation
Mean variance hedging in the presence of additionally observed market prices
Mean-risk hedging strategies in electricity markets with limited liquidity
Mean-risk hedging strategies in electricity markets with limited liquidity
Semistatic and sparse variance‐optimal hedging
Optimierung eines Mean-Variance Portfolios