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Continuous financial models
Peter Carr, Qiji Jim Zhu
Finance and Risk Engineering
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Keyphrases
Contingent Claims
100%
Financial Model
100%
Convexity
25%
Convex Duality
25%
Hedging
25%
Delta Hedging
25%
Generalized Convexity
25%
Infinite-dimensional Space
25%
Generalized Duality
25%
Fenchel Conjugate
25%
Mathematics
Contingent Claim
100%
Simple Model
25%
Infinite-Dimensional Space
25%
Economics, Econometrics and Finance
Hedging
100%