In this paper, we consider the problem of discretetime optimal hedging for a European contingent claim (ECC) written on multiple assets where the underlying assets are assumed to follow a vector Ito ...

Although the character of high azimuth resolution and without side lobe, steered minimum variance (STMV) beamforming algorithm is limited to engineering applicat ...

Learn how variance analysis can help you control your budget, but also what are its limitations and drawbacks. Get some tips on how to use it effectively.