Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/62223
Authors: 
Föllmer, Hans
Year of Publication: 
2000
Series/Report no.: 
Discussion Papers, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes 2000,103
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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