Mean-Variance Hedging

Ernst Eberlein and Jan Kallsen
Additional contact information
Ernst Eberlein: University of Freiburg
Jan Kallsen: Kiel University

Chapter Chapter 12 in Mathematical Finance, 2019, pp 595-615 from Springer

Abstract: Abstract In Sect. 11.3 we discussed pricing and hedging of OTC derivatives from the option writer’s point of view. The approach was based on arbitrage arguments.

Date: 2019
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprfcp:978-3-030-26106-1_12

Ordering information: This item can be ordered from
http://www.springer.com/9783030261061

DOI: 10.1007/978-3-030-26106-1_12

Access Statistics for this chapter

More chapters in Springer Finance from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().