Optimal superhedging under nonconvex constraints: a BSDE approach
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Berlin
WIAS
2004
|
| Schriftenreihe: | Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V.
928 |
| Beschreibung: | 14 S. 30 cm |
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| 245 | 1 | 0 | |a Optimal superhedging under nonconvex constraints |b a BSDE approach |c Christian Bender ; Michael Kohlmann |
| 264 | 1 | |a Berlin |b WIAS |c 2004 | |
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Datensatz im Suchindex
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| author | Bender, Christian Kohlmann, Michael 1947- |
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| building | Verbundindex |
| bvnumber | BV022873784 |
| classification_rvk | SI 304 |
| ctrlnum | (OCoLC)76723673 (DE-599)BVBBV022873784 |
| discipline | Mathematik |
| discipline_str_mv | Mathematik |
| format | Book |
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| index_date | 2024-07-02T18:48:19Z |
| indexdate | 2024-07-09T21:07:28Z |
| institution | BVB |
| language | English |
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| physical | 14 S. 30 cm |
| publishDate | 2004 |
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| series2 | Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. |
| spelling | Bender, Christian Verfasser aut Optimal superhedging under nonconvex constraints a BSDE approach Christian Bender ; Michael Kohlmann Berlin WIAS 2004 14 S. 30 cm txt rdacontent n rdamedia nc rdacarrier Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. 928 Kohlmann, Michael 1947- Verfasser (DE-588)143566954 aut Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. Preprint 928 (DE-604)BV009885922 928 |
| spellingShingle | Bender, Christian Kohlmann, Michael 1947- Optimal superhedging under nonconvex constraints a BSDE approach |
| title | Optimal superhedging under nonconvex constraints a BSDE approach |
| title_auth | Optimal superhedging under nonconvex constraints a BSDE approach |
| title_exact_search | Optimal superhedging under nonconvex constraints a BSDE approach |
| title_exact_search_txtP | Optimal superhedging under nonconvex constraints a BSDE approach |
| title_full | Optimal superhedging under nonconvex constraints a BSDE approach Christian Bender ; Michael Kohlmann |
| title_fullStr | Optimal superhedging under nonconvex constraints a BSDE approach Christian Bender ; Michael Kohlmann |
| title_full_unstemmed | Optimal superhedging under nonconvex constraints a BSDE approach Christian Bender ; Michael Kohlmann |
| title_short | Optimal superhedging under nonconvex constraints |
| title_sort | optimal superhedging under nonconvex constraints a bsde approach |
| title_sub | a BSDE approach |
| volume_link | (DE-604)BV009885922 |
| work_keys_str_mv | AT benderchristian optimalsuperhedgingundernonconvexconstraintsabsdeapproach AT kohlmannmichael optimalsuperhedgingundernonconvexconstraintsabsdeapproach |