Dynamic programming and mean-variance hedging in discrete time.

Gugushvili, S.

Georgian Mathematical Journal (2003)

  • Volume: 10, Issue: 2, page 237-246
  • ISSN: 1072-947X

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Gugushvili, S.. "Dynamic programming and mean-variance hedging in discrete time.." Georgian Mathematical Journal 10.2 (2003): 237-246. <http://eudml.org/doc/53042>.

@article{Gugushvili2003,
author = {Gugushvili, S.},
journal = {Georgian Mathematical Journal},
keywords = {dynamic programming; optimality principle},
language = {eng},
number = {2},
pages = {237-246},
publisher = {Walter de Gruyter},
title = {Dynamic programming and mean-variance hedging in discrete time.},
url = {http://eudml.org/doc/53042},
volume = {10},
year = {2003},
}

TY - JOUR
AU - Gugushvili, S.
TI - Dynamic programming and mean-variance hedging in discrete time.
JO - Georgian Mathematical Journal
PY - 2003
PB - Walter de Gruyter
VL - 10
IS - 2
SP - 237
EP - 246
LA - eng
KW - dynamic programming; optimality principle
UR - http://eudml.org/doc/53042
ER -

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