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Weighted norm inequalities and hedging in incomplete markets

✍ 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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πŸ“œ SIMILAR VOLUMES


Some Weighted Polynomial Inequalities in
✍ A. Guessab πŸ“‚ Article πŸ“… 1994 πŸ› Elsevier Science 🌐 English βš– 234 KB

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.

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✍ Wolfgang Breuer; Marc GΓΌrtler πŸ“‚ Article πŸ“… 2001 πŸ› John Wiley and Sons 🌐 English βš– 231 KB

## 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