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Stochastic Finance - MaRDI portal

Stochastic Finance (Q3056947)

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Stochastic Finance
scientific article

    Statements

    title
    Stochastic Finance (English)
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    author
    Hans Föllmer
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    Alexander Schied
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    publication date
    23 November 2010
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    zbMATH Keywords
    arbitrage theory
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    utility maximization
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    equiliibrium
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    risk measures
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    super hedging
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    optional decomposition
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    efficient hedging
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    variance-optimal hedging
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    Identifiers

    DOI
    10.1515/9783110218053
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    Mathematics Subject Classification ID
    91-02
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    91Gxx
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    91B30
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    zbMATH DE Number
    5818540
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    OpenAlex ID
    W4213065535
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