Title of article :
Hedging diffusion processes by local risk minimization with applications to index tracking
Author/Authors :
David Colwell، نويسنده , , Nadima El-Hassan، نويسنده , , Oh Kang Kwon، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
Keywords :
Hedging , Indextracking , Incomplete market , Portfolio selection , Minimal martingale measure , Local risk minimization
Journal title :
Journal of Economic Dynamics and Control
Journal title :
Journal of Economic Dynamics and Control
