scientific article; zbMATH DE number 1944705

zbMath1047.91041MaRDI QIDQ4408025

Hans Föllmer

Publication date: 3 July 2003

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

hedgingrepresentationconsumptionstochastic analysisdecompositon

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Brownian motion (60J65) Stochastic integrals (60H05)

Related Items (8)

Constructing functions with prescribed pathwise quadratic variation ⋮ Model-Free Portfolio Theory and Its Functional Master Formula ⋮ Probabilistic aspects of finance ⋮ ON THE NUMERICAL ASPECTS OF OPTIMAL OPTION HEDGING WITH TRANSACTION COSTS ⋮ On (signed) Takagi-Landsberg functions: \(p\)th variation, maximum, and modulus of continuity ⋮ On a class of generalized Takagi functions with linear pathwise quadratic variation ⋮ Model-free CPPI ⋮ Pathwise no-arbitrage in a class of delta hedging strategies

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