Stochastic finance. An introduction in discrete time. (Q307534)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Stochastic finance. An introduction in discrete time. |
scientific article |
Statements
Stochastic finance. An introduction in discrete time. (English)
0 references
2 September 2016
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