NDLI: A Comparison of Two Quadratic Approaches to Hedging in Incomplete Markets

Content Provider	Scilit
Author	Heath, David Platen, Eckhard Schweizer, Martin
Copyright Year	2001
Description	Journal: Mathematical Finance
Ending Page	413
Starting Page	385
ISSN	2573508X
e-ISSN	14679965
DOI	10.1111/1467-9965.00122
Journal	Mathematical Finance
Issue Number	4
Volume Number	11
Language	English
Publisher	Wiley-Blackwell
Publisher Date	2001-10-01
Access Restriction	Open
Subject Keyword	Journal: Mathematical Finance Incomplete Markets Option Valuation Local Risk‐minimization Mean‐variance Hedging Stochastic Volatility Pde and Simulation Methods Heston Model
Content Type	Text
Resource Type	Article
Subject	Finance Applied Mathematics Accounting Social Sciences Economics and Econometrics

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A Comparison of Two Quadratic Approaches to Hedging in Incomplete Markets