Entropic Conditions and Hedging (Q5429599)
From MaRDI portal
scientific article; zbMATH DE number 5216878
Language | Label | Description | Also known as |
---|---|---|---|
English | Entropic Conditions and Hedging |
scientific article; zbMATH DE number 5216878 |
Statements
Entropic Conditions and Hedging (English)
0 references
30 November 2007
0 references
stochastic optimization
0 references
martingale representation theorem
0 references
0 references
0 references
0 references