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Entropic Conditions and Hedging - MaRDI portal

Entropic Conditions and Hedging (Q5429599)

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scientific article; zbMATH DE number 5216878
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English
Entropic Conditions and Hedging
scientific article; zbMATH DE number 5216878

    Statements

    title
    Entropic Conditions and Hedging (English)
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    DOI
    10.1051/ps:2007015
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    author
    Samuel Njoh
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    publication date
    30 November 2007
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    Mathematics Subject Classification ID
    91B26
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    60H30
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    93E20
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    90C15
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    zbMATH DE Number
    5216878
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    zbMATH Keywords
    stochastic optimization
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    martingale representation theorem
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    OpenAlex ID
    W2042538398
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