Hedging and Portfolio Optimization in Financial Markets with a Large Trader (Q4464010)
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scientific article; zbMATH DE number 2067106
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| English | Hedging and Portfolio Optimization in Financial Markets with a Large Trader |
scientific article; zbMATH DE number 2067106 |
Statements
Hedging and Portfolio Optimization in Financial Markets with a Large Trader (English)
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27 May 2004
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Ito-Wentzell formula
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uniform approximation of semi-martingales
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uniform approximation of stochastic integrals
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0.8273745179176331
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0.8215950131416321
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0.817994236946106
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0.817115843296051
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0.8165929913520813
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