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scientific article; zbMATH DE number 2114375
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 2114375 |
Statements
9 November 2004
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no-arbitrage pricing
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risk-neutral probabilities
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expected utility maximization
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generalized Sharp ratio
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portfolio optimization
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Brownian motion
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Poisson process
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fast Fourier transform
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martingales
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change of probability measure
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Ito formula
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Girsanov theorem
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Feynman-Kac formula
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dynamic hedging
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incomplete market
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option pricing
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Ito process
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Black-Scholes partial differential equation
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