Mean-variance hedging with model risk

Author(s)

    • Matsumoto, Koichi

Bibliographic Information

Mean-variance hedging with model risk

Koichi Matsumoto

（Discussion paper series, no. 2015-4）

Faculty of Economics, Kyushu University, 2015

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Note

Includes bibliographical references (p. 19-20)

Related Books： 1-1 of 1

Details

  • NCID
    BB20121701
  • Country Code
    ja
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    Fukuoka
  • Pages/Volumes
    20 p.
  • Size
    30 cm
  • Parent Bibliography ID
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