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
Pages
17
From page
2135
To page
2151
Keywords
Hedging , Indextracking , Incomplete market , Portfolio selection , Minimal martingale measure , Local risk minimization
Journal title
Journal of Economic Dynamics and Control
Serial Year
2007
Journal title
Journal of Economic Dynamics and Control
Record number
239067
Link To Document