Q3139219 (Q3139219): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q1177216 |
Set profile property. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / author | |||
| Property / author: David B. Colwell / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Latest revision as of 10:51, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
11 November 1993
0 references
hedging against contingent claims
0 references
Markov diffusion with jumps
0 references
local risk-minimizing trading strategy
0 references
minimal martingale measure
0 references
