Stochastic finance. An introduction in discrete time. (Q3056947)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5818540
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Stochastic finance. An introduction in discrete time. |
scientific article; zbMATH DE number 5818540 |
Statements
Stochastic Finance (English)
0 references
23 November 2010
0 references
arbitrage theory
0 references
utility maximization
0 references
equiliibrium
0 references
risk measures
0 references
super hedging
0 references
optional decomposition
0 references
efficient hedging
0 references
variance-optimal hedging
0 references
0.9751219153404236
0 references
0.8860498070716858
0 references
0.8800147175788879
0 references
0.8658424615859985
0 references
