Stochastic Finance

DOI10.1515/9783110218053zbMath1213.91006OpenAlexW4213065535MaRDI QIDQ3056947

Hans Föllmer, Alexander Schied

Publication date: 23 November 2010

Full work available at URL: https://doi.org/10.1515/9783110218053

zbMATH Keywords

utility maximizationrisk measuresvariance-optimal hedgingefficient hedgingarbitrage theoryequiliibriumoptional decompositionsuper hedging

Mathematics Subject Classification ID

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