Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market (Q4763538)
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scientific article; zbMATH DE number 743951
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market |
scientific article; zbMATH DE number 743951 |
Statements
Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market (English)
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17 May 1995
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optional decomposition
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complete financial market
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pricing of contingent claims
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incomplete market
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multidimensional Itō process
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general semimartingale
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