scientific article; zbMATH DE number 1210397
From MaRDI portal
Publication:4213415
zbMath0914.60017MaRDI QIDQ4213415
Peter Grandits, Leszek Krawczyk
Publication date: 25 November 1998
Full work available at URL: http://www.numdam.org/item?id=SPS_1998__32__73_0
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items
Deformed exponentials and applications to finance, \(q\)-optimal martingale measures for discrete time models, Harmonic analysis of stochastic equations and backward stochastic differential equations, On \(L^2\)-projections on a space of stochastic integrals, On convergence to the exponential utility problem, Backward stochastic partial differential equations related to utility maximization and hedging, Derivatives pricing viap-optimal martingale measures: some extreme cases, The \(p\)-optimal martingale measure in continuous trading models, Muckenhoupt's \((A_p)\) condition and the existence of the optimal martingale measure, Mean-variance hedging for discontinuous semimartingales.