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Q4667110 - MaRDI portal

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scientific article; zbMATH DE number 2159171
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English
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scientific article; zbMATH DE number 2159171

    Statements

    author
    Jörn Sass
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    Ulrich G. Haussmann
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    publication date
    19 April 2005
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    zbMATH Keywords
    multi-stock market model
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    stochastic differential equation
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    trading strategies
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    93E10
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    93E20
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    60G44
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    zbMATH DE Number
    2159171
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