"Sampled control for mean-variance hedging in a jump diffusion financial ..."

Oswaldo L. V. Costa, Andre Cury Maiali, Afonso de Campos Pinto (2009)

> Home

Details and statistics

DOI: 10.1109/CDC.2009.5400676

access: closed

type: Conference or Workshop Paper

metadata version: 2023-02-15

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - conf/cdc/CostaMP09
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/conf/cdc/CostaMP09
Oswaldo L. V. Costa, Andre Cury Maiali, Afonso de Campos Pinto:
Sampled control for mean-variance hedging in a jump diffusion financial market. CDC 2009: 3656-3661

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.