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15 - A Guided Tour through Quadratic Hedging Approaches

from Part three - Risk Management and Hedging

Published online by Cambridge University Press:  29 January 2010

By
M. Schweizer
Edited by
E. Jouini ,
J. Cvitanic  and
Marek Musiela
E. Jouini
Affiliation:
Université Paris IX Dauphine and CREST
J. Cvitanic
Affiliation:
University of Southern California
Marek Musiela
Affiliation:
Parisbas, London
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Handbooks in Mathematical Finance
Option Pricing, Interest Rates and Risk Management
 , pp. 538 - 574
Publisher: Cambridge University Press
Print publication year: 2001

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