Stochastic finance. An introduction in discrete time. (Q307534)
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scientific article; zbMATH DE number 6621946
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stochastic finance. An introduction in discrete time. |
scientific article; zbMATH DE number 6621946 |
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Stochastic finance. An introduction in discrete time. (English)
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2 September 2016
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arbitrage theory
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utility maximization
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equiliibrium
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risk measures
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super hedging
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optional decomposition
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efficient hedging
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variance-optimal hedging
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0.8860498070716858
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0.8757187724113464
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0.8193303346633911
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0.7723227739334106
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