%0 Journal Article %1 Colwell2007 %A Colwell, David %A El-Hassan, Nadima %A Kwon, Oh Kang %D 2007 %J Journal of Economic Dynamics and Control %K Minimal martingale measure %N 7 %P 2135--2151 %T Hedging diffusion processes by local risk minimization with applications to index tracking %U http://www.sciencedirect.com/science/article/B6V85-4KSSW5M-1/1/ce136a8bf66694dae088b32f52d983f3 %V 31

@article{Colwell2007, added-at = {2008-04-22T15:17:45.000+0200}, author = {Colwell, David and El-Hassan, Nadima and Kwon, Oh Kang}, biburl = {https://www.bibsonomy.org/bibtex/2aedfbbaf6d6106acc579a376e9bce637/smicha}, interhash = {7f9a614642841fcc613f05d94d629fa7}, intrahash = {aedfbbaf6d6106acc579a376e9bce637}, journal = {Journal of Economic Dynamics and Control}, keywords = {Minimal martingale measure}, month = Jul, number = 7, pages = {2135--2151}, timestamp = {2008-04-22T15:22:39.000+0200}, title = {Hedging diffusion processes by local risk minimization with applications to index tracking}, url = {http://www.sciencedirect.com/science/article/B6V85-4KSSW5M-1/1/ce136a8bf66694dae088b32f52d983f3}, volume = 31, year = 2007 }