Optimal mean-variance robust hedging under asset price model misspecification.
Toronjadze, T.
Georgian Mathematical Journal, Tome 8 (2001), p. 189-199 / Harvested from The Electronic Library of Mathematics
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Publié le : 2001-01-01
EUDML-ID : urn:eudml:doc:49172 
@article{01621378,
     title = {Optimal mean-variance robust hedging under asset price model misspecification.},
     journal = {Georgian Mathematical Journal},
     volume = {8},
     year = {2001},
     pages = {189-199},
     zbl = {0984.91045},
     language = {en},
     url = {http://dml.mathdoc.fr/item/01621378}
}

Toronjadze, T. Optimal mean-variance robust hedging under asset price model misspecification.. Georgian Mathematical Journal, Tome 8 (2001) pp. 189-199. http://gdmltest.u-ga.fr/item/01621378/