scientific article; zbMATH DE number 1104309

MaRDI QIDQ4370177zbMATH OpenFDO

Authors Christian Hipp

Publication date 5 April 1998

zbMATH Keywords

optionsswapshedgingdiffusion approximationsderivativesIto representations

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)

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