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Mean-Variance Hedging and Numeraire
| Content Provider | Scilit |
|---|---|
| Author | Gourieroux, Christian Laurent, Jean Paul Pham, Huyen |
| Copyright Year | 1998 |
| Description | Journal: Mathematical Finance |
| Ending Page | 200 |
| Starting Page | 179 |
| ISSN | 2573508X |
| e-ISSN | 14679965 |
| DOI | 10.1111/1467-9965.00052 |
| Journal | Mathematical Finance |
| Issue Number | 3 |
| Volume Number | 8 |
| Language | English |
| Publisher | Wiley-Blackwell |
| Publisher Date | 1998-07-01 |
| Access Restriction | Open |
| Subject Keyword | Journal: Mathematical Finance Incomplete Markets Artificial Extension Varianceāoptimal Martingale Measure |
| Content Type | Text |
| Resource Type | Article |
| Subject | Finance Applied Mathematics Accounting Social Sciences Economics and Econometrics |