![Mathematical finance / Equations / Black–Scholes / Options / Louis Bachelier / Mathematical optimization / Portfolio optimization / Asset allocation / Futures contract / Financial economics / Investment / Finance Mathematical finance / Equations / Black–Scholes / Options / Louis Bachelier / Mathematical optimization / Portfolio optimization / Asset allocation / Futures contract / Financial economics / Investment / Finance](https://www.pdfsearch.io/img/5ed8ef7a2bf202b9bf99d5a46b3d7c0b.jpg) Date: 2010-06-21 11:03:55Mathematical finance Equations Black–Scholes Options Louis Bachelier Mathematical optimization Portfolio optimization Asset allocation Futures contract Financial economics Investment Finance | | Optimal Investment for Worst-Case Crash Scenarios A Martingale Approach Frank Thomas Seifried Department of Mathematics, University of Kaiserslautern
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