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Q4459182 - MaRDI portal

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scientific article; zbMATH DE number 2062295
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English
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scientific article; zbMATH DE number 2062295

    Statements

    author
    Michael Mania
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    Revaz Tevzadze
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    publication date
    25 March 2004
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    zbMATH Keywords
    backward semimartingale equation
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    backward stochastic differential equation
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    \(q\)-optimal martingale measure
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    minimal entropy martingale measure
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    contingent claim
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    pricing
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    Identifiers

    Mathematics Subject Classification ID
    60H30
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    91B28
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    90C39
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    zbMATH DE Number
    2062295
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