scientific article; zbMATH DE number 2064644

MaRDI QIDQ4462136zbMATH OpenFDO

Authors Johannes M. Schumacher

Publication date 18 May 2004

zbMATH Keywords

complete marketshedgingRisk managementBlack-Scholes theoryoil futuresindexed bonds

Mathematics Subject Classification ID

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

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Cited in

(1)

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

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