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Found 4 Documents (Results 1–4)

On the martingale representation theorem and on approximate hedging a contingent claim in the minimum deviation square criterion. (English) Zbl 1173.91395

Jeltsch, Rolf (ed.) et al., Some topics in industrial and applied mathematics. Based on lectures delivered at the Shanghai Forum on Industrial and Applied Mathematics, Shanghai, China, May 26–27, 2006. Hackensack, NJ: World Scientific (ISBN 978-981-270-934-9/hbk). Series in Contemporary Applied Mathematics CAM 8, 134-151 (2007).
MSC:  91B28 60G42 60G44 60H10 60H30
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Some topics in industrial and applied mathematics. Based on lectures delivered at the Shanghai Forum on Industrial and Applied Mathematics, Shanghai, China, May 26–27, 2006. (English) Zbl 1125.00009

Series in Contemporary Applied Mathematics CAM 8. Hackensack, NJ: World Scientific (ISBN 978-981-270-934-9/hbk). 218 p. (2007).
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