Hedging diffusion processes by local risk minimization with applications to index tracking

David Colwell, Nadima El-Hassan () and Oh Kang Kwon

Journal of Economic Dynamics and Control, 2007, vol. 31, issue 7, pages 2135-2151

Date: 2007

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Working Paper: Hedging Diffusion Processes by Local Risk-Minimisation with Applications to Index Tracking (2004)
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