Back to matchesWe found a matchYour institution may have access to this item. Find your institution then sign in to continue.TitleOPTIMAL HEDGING IN THE FINANCIAL MODEL WITH DISORDER MOMENT.AuthorsKhechinashvili, ZazaAbstractThe model of risky asset price evolution is considered and for the European contingent claim optimal in mean square sense hedging strategy is obtained.SubjectsQUADRILATERALS; PARALLELOGRAMS; HEDGING (Finance); MATHEMATICAL models; MATHEMATICSPublicationReports of Enlarged Sessions of Seminar of I. Vekua Institute of Applied Mathematics, 2016, Issue 30, p39ISSN1512-0066Publication typeArticle