Template-Type: ReDIF-Paper 1.0
Title: Variance optimal hedging in discrete time
Author-Name: Schweizer,Martin
Author-WorkPlace-Name: University of Goettingen
Classification-JEL: 90A09,49A60,60K30
Keywords: Hedging,Financial mathematics,Contingent claims,Mean variance
  	criterion,Signed martingale measures
Series: Sonderforschungsbereich 303
  Creation-Date: 1993-02
Handle: RePEc:bon:bonsfb:247