Showing 2007Show all
2 papers · 1 filter
q-fin.PR2007
-approximating pricing under restricted information
M. Mania, R. Tevzadze, T. Toronjadze
We consider the mean-variance hedging problem under partial information in the case where the flow of observable events does not contain the full information on the underlying asse…
math.PR2007
Mean-variance Hedging Under Partial Information
M. Mania, R. Tevzadze, T. Toronjadze
We consider the mean-variance hedging problem under partial Information. The underlying asset price process follows a continuous semimartingale and strategies have to be constructe…