Optimal mean-variance robust hedging under asset price model misspecification.
Georgian mathematical journal, Tome 8 (2001) no. 1, pp. 189-199
Cet article a éte moissonné depuis la source European Digital Mathematics Library

Voir la notice de l'article

Keywords: robust mean-variance hedging, misspecified asset price models
@article{GMJ_2001__8_1_49172,
     author = {Toronjadze, T.},
     title = {Optimal mean-variance robust hedging under asset price model misspecification.},
     journal = {Georgian mathematical journal},
     pages = {189--199},
     year = {2001},
     volume = {8},
     number = {1},
     zbl = {0984.91045},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/GMJ_2001__8_1_49172/}
}
TY  - JOUR
AU  - Toronjadze, T.
TI  - Optimal mean-variance robust hedging under asset price model misspecification.
JO  - Georgian mathematical journal
PY  - 2001
SP  - 189
EP  - 199
VL  - 8
IS  - 1
UR  - http://geodesic.mathdoc.fr/item/GMJ_2001__8_1_49172/
LA  - en
ID  - GMJ_2001__8_1_49172
ER  - 
%0 Journal Article
%A Toronjadze, T.
%T Optimal mean-variance robust hedging under asset price model misspecification.
%J Georgian mathematical journal
%D 2001
%P 189-199
%V 8
%N 1
%U http://geodesic.mathdoc.fr/item/GMJ_2001__8_1_49172/
%G en
%F GMJ_2001__8_1_49172
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/