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- W996825484 abstract "This paper considered the problem of hedging a European call (put) option for a diffusion model where the asset price is influenced by n uncertain factors. The market is thus incomplete implying that perfect hedging is not possible. To derive a hedging strategy, it follows the approach based on the idea of hedging under a mean-variance criterion suggested by Schweizer. A very simple solution of this hedging problem by using the numeraire method was presented and some examples with explicit solutions were given." @default.
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- W996825484 date "2003-01-01" @default.
- W996825484 modified "2023-09-23" @default.
- W996825484 title "Mean-Variance Hedging for General Claims in an Incomplete Market： Numeraire Method" @default.
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