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ATTAINABLE CLAIMS IN A MARKOV MARKET - MaRDI portal

ATTAINABLE CLAIMS IN A MARKOV MARKET (Q3126227)

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scientific article
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English
ATTAINABLE CLAIMS IN A MARKOV MARKET
scientific article

    Statements

    title
    ATTAINABLE CLAIMS IN A MARKOV MARKET (English)
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    author
    Robert J. Elliott
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    Alain Bensoussan
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    publication date
    23 March 1997
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    zbMATH Keywords
    contingent claims
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    stochastic integrals
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    Identifiers

    Mathematics Subject Classification ID
    91B24
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    91B28
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    60H05
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    zbMATH DE Number
    994121
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    OpenAlex ID
    W2006142290
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