scientific article; zbMATH DE number 2064644

zbMATH Open1156.91382MaRDI QIDQ4462136FDOQ4462136

Authors: Johannes M. Schumacher 

Publication date: 18 May 2004

Title of this publication is not available (Why is that?)

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zbMATH Keywords

complete marketshedgingRisk managementBlack-Scholes theoryoil futuresindexed bonds

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Synthesis problems (93B50)

Cited In (1)

• State-space approaches for modelling and control in financial engineering. Systems theory and machine learning methods

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