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%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
}
