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14 - Numerical Comparison of Local Risk-Minimisation and Mean-Variance Hedging
- from Part three - Risk Management and Hedging
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- Book:
- Handbooks in Mathematical Finance
- Published online:
- 29 January 2010
- Print publication:
- 19 July 2001, pp 509-537
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On effects of discretization on estimators of drift parameters for diffusion processes
- Part of
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- Journal:
- Journal of Applied Probability / Volume 33 / Issue 4 / December 1996
- Published online by Cambridge University Press:
- 14 July 2016, pp. 1061-1076
- Print publication:
- December 1996
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- Article
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