Skip to Main content Skip to Navigation
Journal articles

Dynamic programming and mean-variance hedging

Complete list of metadata

https://hal-paris1.archives-ouvertes.fr/hal-03675953
Contributor : Jean-Paul LAURENT Connect in order to contact the contributor
Submitted on : Monday, May 23, 2022 - 2:59:38 PM
Last modification on : Wednesday, June 15, 2022 - 3:26:50 AM

Identifiers

Citation

Jean-Paul Laurent, Huyen Pham. Dynamic programming and mean-variance hedging. Finance and Stochastics, Springer Verlag (Germany), 1999, ⟨10.1007/s007800050053⟩. ⟨hal-03675953⟩

Share

Metrics

Record views

0