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, 2135-2151

Date: 2007
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Citations: View citations in EconPapers (6)

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Journal of Economic Dynamics and Control is currently edited by J. Bullard, C. Chiarella, H. Dawid, C. H. Hommes, P. Klein and C. Otrok

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