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Author Čern, Ale S. ♦ Kallsen, Jan
Source CiteSeerX
Content type Text
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Subject Domain (in DDC) Computer science, information & general works ♦ Data processing & computer science
Subject Keyword City Research Online ♦ Investment Heston Model ♦ City University London ♦ Moral Right ♦ Copyright Holder ♦ Live Archive ♦ Permanent City Research Online Url ♦ Web Page ♦ Mean Variance Hedging Optimal ♦ Individual Author
Abstract Copyright & reuse City University London has developed City Research Online so that its users may access the research outputs of City University London's staff. Copyright © and Moral Rights for this paper are retained by the individual author(s) and / or other copyright holders. All material in City Research Online is checked for eligibility for copyright before being made available in the live archive. URLs from City Research Online may be freely distributed and linked to from other web pages. Versions of research The version in City Research Online may differ from the final published version. Users are advised to check the Permanent City Research Online URL above for the status of the paper. Enquiries If you have any enquiries about any aspect of City Research Online, or if you wish to make contact with the author(s) of this paper, please email the team at publications@city.ac.uk.MEAN–VARIANCE HEDGING AND OPTIMAL
Educational Role Student ♦ Teacher
Age Range above 22 year
Educational Use Research
Education Level UG and PG ♦ Career/Technical Study
Learning Resource Type Article