Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
The Markov Chain Market - MaRDI portal

The Markov Chain Market (Q4661683)

From MaRDI portal
scientific article; zbMATH DE number 2149144
Language Label Description Also known as
English
The Markov Chain Market
scientific article; zbMATH DE number 2149144

    Statements

    title
    The Markov Chain Market (English)
    0 references
    author
    Ragnar Norberg
    0 references
    publication date
    30 March 2005
    0 references
    Mathematics Subject Classification ID
    91B28
    0 references
    91B30
    0 references
    60G44
    0 references
    60H30
    0 references
    60H10
    0 references
    60J27
    0 references
    zbMATH DE Number
    2149144
    0 references
    zbMATH Keywords
    continuous time Markov chains
    0 references
    martingale analysis
    0 references
    arbitrage pricing theory
    0 references
    risk minimization
    0 references
    unit linked insurance
    0 references
    OpenAlex ID
    W4230899089
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4661683&oldid=37098771"
    Powered by MediaWiki