Original language | Undefined |
---|---|

Title of host publication | Proceedings of the 42nd ISCIE International Symposium on Stochastic Systems Theory and its Applications (SSS'10) |

Place of Publication | Kyoto |

Publisher | The Institute of Systems, Control and Information Engineers (ISCIE) |

Pages | 134-139 |

Number of pages | 6 |

ISBN (Print) | 978-4-915740-52-7 |

Publication status | Published - 2011 |

### Keywords

- MSC-91G20
- EWI-22255

## Cite this

Aihara, S., & Bagchi, A. (2011). Adaptive mean-variance hedging of bond options with stochastic risk term. In

*Proceedings of the 42nd ISCIE International Symposium on Stochastic Systems Theory and its Applications (SSS'10)*(pp. 134-139). Kyoto: The Institute of Systems, Control and Information Engineers (ISCIE).