Hedging and Portfolio Optimization in Financial Markets with a Large Trader (Q4464010): Difference between revisions
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Revision as of 16:58, 5 March 2024
scientific article; zbMATH DE number 2067106
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging and Portfolio Optimization in Financial Markets with a Large Trader |
scientific article; zbMATH DE number 2067106 |
Statements
Hedging and Portfolio Optimization in Financial Markets with a Large Trader (English)
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27 May 2004
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Ito-Wentzell formula
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uniform approximation of semi-martingales
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uniform approximation of stochastic integrals
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