A guided tour through quadratic hedging approaches

Authors
Schweizer, M
Citation
M. Schweizer, A guided tour through quadratic hedging approaches, HANDBOOKS IN MATHEMATICAL FINANCE: OPTION PRICING, INTEREST RATES AND RISKMANAGEMENT, 2001, pp. 538-574
Categorie Soggetti
Current Book Contents
Journal title
HANDBOOKS IN MATHEMATICAL FINANCE: OPTION PRICING, INTEREST RATES AND RISKMANAGEMENT → ACNP
Year of publication
2001
Pages
538 - 574
Database
ISI
SICI code