Fair pricing and hedging under small perturbations of the numéraire on a finite probability space (Q2681318): Difference between revisions

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-.2140/involve.2022.15.649
@@ Property / DOI: 10.2140/involve.2022.15.649 / rank @@
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+Local risk minimization and numéraire
@@ Property / cites work: Local risk minimization and numéraire / rank @@
+Normal rank
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+Stability and asymptotic analysis of the Föllmer-Schweizer decomposition on a finite probability space
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+Interest rate models -- theory and practice. With smile, inflation and credit
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+Stochastic finance. An introduction in discrete time.
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+Changes of numéraire, changes of probability measure and option pricing
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+Portfolio Theory and Arbitrage
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+On Square Integrable Martingales
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+Föllmer-Schweizer decomposition and mean-variance hedging for general claims
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+Asymptotic analysis of the expected utility maximization problem with respect to perturbations of the numéraire
+Normal rank
@@ Property / DOI @@
+.2140/INVOLVE.2022.15.649
@@ Property / DOI: 10.2140/INVOLVE.2022.15.649 / rank @@
+Normal rank