![Mathematical finance / Financial risk / Martingale / Local martingale / Itō calculus / Wiener process / Random variable / Superhedging price / Stopping time / Statistics / Stochastic processes / Martingale theory Mathematical finance / Financial risk / Martingale / Local martingale / Itō calculus / Wiener process / Random variable / Superhedging price / Stopping time / Statistics / Stochastic processes / Martingale theory](https://www.pdfsearch.io/img/5bcd1083ba21479aae0c94a44a5d2827.jpg)
| Document Date: 2012-06-19 13:31:57 Open Document File Size: 434,69 KBShare Result on Facebook
/ Facility Columbia University / Swiss Finance Institute / / Holiday Assumption / / IndustryTerm viscosity solutions / basic technology / minimal solution / / Organization ETH Foundation / Swiss Finance Institute / Columbia University / Department of Mathematics / Swiss National Science Foundation / / Person H. Mete Soner / /
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