Optimal mean-variance robust hedging under asset price model misspecification.
Georgian mathematical journal, Tome 8 (2001) no. 1, pp. 189-199
@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/}
}
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/