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scientific article; zbMATH DE number 1944705
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scientific article; zbMATH DE number 1944705

    Statements

    author
    Hans Föllmer
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    publication date
    3 July 2003
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    zbMATH Keywords
    stochastic analysis
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    decompositon
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    representation
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    hedging
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    consumption
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    91B28
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    91B70
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    60J65
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    60H05
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    zbMATH DE Number
    1944705
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