Stochastic Finance (Q3056947)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Finance |
scientific article |
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
