Mean-Variance Hedging under Additional Market Information
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More about this item
Keywords
option pricing; mean variance hedging; incomplete markets; varianceoptimal martingale measure;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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