Mean-Variance Hedging

  • Ernst Eberlein
  • Jan Kallsen
Part of the Springer Finance book series (FINANCE)


In Sect.  11.3 we discussed pricing and hedging of OTC derivatives from the option writer’s point of view. The approach was based on arbitrage arguments.


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© Springer Nature Switzerland AG 2019

Authors and Affiliations

  • Ernst Eberlein
    • 1
  • Jan Kallsen
    • 2
  1. 1.Department of Mathematical StochasticsUniversity of FreiburgFreiburg im BreisgauGermany
  2. 2.Department of MathematicsKiel UniversityKielGermany

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