<--- Back to Details
First PageDocument Content
Probability theory / Martingale theory / Stochastic processes / Functional analysis / Linear algebra / Martingale / Banach space / Limit superior and limit inferior / Vector space / Mathematical analysis / Algebra / Mathematics
Date: 2013-01-15 20:16:08
Probability theory
Martingale theory
Stochastic processes
Functional analysis
Linear algebra
Martingale
Banach space
Limit superior and limit inferior
Vector space
Mathematical analysis
Algebra
Mathematics

Superreplication under Model Uncertainty in Discrete Time

Add to Reading List

Source URL: www.math.columbia.edu

Download Document from Source Website

File Size: 289,78 KB

Share Document on Facebook

Similar Documents

Probability theory / Mathematical analysis / Probability / Mathematics / Probability axioms / Event / Sigma-algebra / Stochastic process / Martingale / Markov chain / Probability space

Drift Analysis A Tool for Analysing Randomised Search Heuristics1 Per Kristian Lehre ASAP Research Group School of Computer Science

DocID: 1rjXB - View Document

Economy / Finance / Money / Mathematical finance / Stochastic processes / Financial economics / Futures markets / Martingale theory / Forward price / Futures contract / Forward contract / Wiener process

Options on Energy Portfolios in an HJM Framework Thomas Lyse Hansen1 and Bjarne Astrup Jensen2 This version: January 13, 2007

DocID: 1qSCT - View Document

Stochastic processes / Probability theory / Mathematical analysis / Probability / Stopping time / Martingale / Brownian motion / Hitting time / Symbol

Universit¨at Wien SS 2016 Fakult¨at f¨ ur Mathematik Christa Cuchiero Ludovic Tangpi

DocID: 1qKnl - View Document

Martingale theory / Stochastic processes / Game theory / Martingale / Paul Lvy

Consumption processes and positively homogeneous projection properties Tom Fischer∗ Heriot-Watt University, Edinburgh November 26, 2007

DocID: 1qC6I - View Document

Mathematical analysis / Probability theory / Stochastic processes / Probability / Martingale theory / Lvy processes / Measure theory / Game theory / Martingale / Brownian motion / Sigma-algebra / It diffusion

Universit¨at Wien SS 2016 Fakult¨at f¨ ur Mathematik Christa Cuchiero Ludovic Tangpi

DocID: 1qyex - View Document