Optimal mean-variance robust hedging under asset price model misspecification.
Georgian Mathematical Journal (2001)
- Volume: 8, Issue: 1, page 189-199
- ISSN: 1072-947X
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topToronjadze, T.. "Optimal mean-variance robust hedging under asset price model misspecification.." Georgian Mathematical Journal 8.1 (2001): 189-199. <http://eudml.org/doc/49172>.
@article{Toronjadze2001,
author = {Toronjadze, T.},
journal = {Georgian Mathematical Journal},
keywords = {robust mean-variance hedging; misspecified asset price models},
language = {eng},
number = {1},
pages = {189-199},
publisher = {Walter de Gruyter},
title = {Optimal mean-variance robust hedging under asset price model misspecification.},
url = {http://eudml.org/doc/49172},
volume = {8},
year = {2001},
}
TY - JOUR
AU - Toronjadze, T.
TI - Optimal mean-variance robust hedging under asset price model misspecification.
JO - Georgian Mathematical Journal
PY - 2001
PB - Walter de Gruyter
VL - 8
IS - 1
SP - 189
EP - 199
LA - eng
KW - robust mean-variance hedging; misspecified asset price models
UR - http://eudml.org/doc/49172
ER -
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