Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/62223 
Authors: 
Year of Publication: 
2000
Series/Report no.: 
SFB 373 Discussion Paper No. 2000,103
Publisher: 
Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, Berlin
Abstract: 
Problems arising in Finance have become a significant source of new developments in Stochastic Analysis. We discuss some recent case studies, in particular some decomposition and representation theorems which are motivated by problems of hedging derivatives and of intertemporal consumption choice.
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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