Geodesic
Optimal mean-variance robust hedging under asset price model misspecification.
Georgian Mathematical Journal, Tome 8 (2001) no. 1, pp. 189-199.

Voir la notice de l'article provenant de la source European Digital Mathematics Library

Keywords: robust mean-variance hedging, misspecified asset price models 
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     author = {Toronjadze, T.},
     title = {Optimal mean-variance robust hedging under asset price model misspecification.},
     journal = {Georgian Mathematical Journal},
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     publisher = {mathdoc},
     volume = {8},
     number = {1},
     year = {2001},
     zbl = {0984.91045},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/GMJ_2001__8_1_49172/}
}
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Toronjadze, T. Optimal mean-variance robust hedging under asset price model misspecification.. Georgian Mathematical Journal, Tome 8 (2001) no. 1, pp. 189-199. http://geodesic.mathdoc.fr/item/GMJ_2001__8_1_49172/