Stochastic Finance
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Publication:3056947
DOI10.1515/9783110218053zbMath1213.91006OpenAlexW4213065535MaRDI QIDQ3056947
Hans Föllmer, Alexander Schied
Publication date: 23 November 2010
Full work available at URL: https://doi.org/10.1515/9783110218053
utility maximizationrisk measuresvariance-optimal hedgingefficient hedgingarbitrage theoryequiliibriumoptional decompositionsuper hedging
Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Actuarial science and mathematical finance (91Gxx)
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