"An extension of mean-variance hedging to the discontinuous case."

Takuji Arai (2005)

> Home

Details and statistics

DOI: 10.1007/S00780-004-0136-5

access: closed

type: Journal Article

metadata version: 2024-10-06

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/fs/Arai05
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/fs/Arai05
Takuji Arai:
An extension of mean-variance hedging to the discontinuous case. Finance Stochastics 9(1): 129-139 (2005)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.