A Generalized Neyman-Pearson Lemma for Hedge Problems in Incomplete Markets

Publication: Chapter in book/Conference proceedingContribution to conference proceedings

Original languageEnglish
Title of host publicationProceedings of the Workshop Stochastische Analysis
Editors Jürgen vom Scheidt
Place of PublicationChemnitz
Pages241 - 250
Publication statusPublished - 2005

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