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Q4791446 - MaRDI portal

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scientific article; zbMATH DE number 1865423
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English
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scientific article; zbMATH DE number 1865423

    Statements

    author
    Dmitry Kramkov
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    A. N. Vishnyakov
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    publication date
    6 February 2003
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    zbMATH Keywords
    stochastic control theory
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    martingale measure
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    pricing models
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    optimization
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    Identifiers

    Mathematics Subject Classification ID
    60G20
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    60G46
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    91B28
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    zbMATH DE Number
    1865423
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