Weighted norm inequalities and hedging in incomplete markets
β Scribed by Freddy Delbaen; Pascale Monat; Walter Schachermayer; Martin Schweizer; Christophe Stricker
- Publisher
- Springer-Verlag
- Year
- 1997
- Tongue
- English
- Weight
- 397 KB
- Volume
- 1
- Category
- Article
- ISSN
- 0949-2984
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π SIMILAR VOLUMES
In this paper we give a new characterization of the classical orthogonal polynomials (Hermite, generalized Laguerre, Jacobi) by extremal properties in some weighted polynomial inequalities in \(L^{2}\)-norm. 1994 Academic Press. Inc.
## Abstract Derivative financial instruments are frequently used as a tool for influencing the risk of entrepreneurial uncertain payoff. To this end, an approximation procedure is developed capable of calculating the optimal quantity of derivatives to be used. It is assumed that the entrepreneurial