Instantaneous Mean-Variance Hedging and Sharpe Ratio...

Instantaneous Mean-Variance Hedging and Sharpe Ratio Pricing in a Regime-Switching Financial Model

Delong, Łukasz, Pelsser, Antoon
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Volume:
31
Language:
english
Journal:
Stochastic Models
DOI:
10.1080/15326349.2014.967531
Date:
January, 2015
File:
PDF, 229 KB
english, 2015
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