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Q4811452 - MaRDI portal

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scientific article; zbMATH DE number 2096688
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scientific article; zbMATH DE number 2096688

    Statements

    publication date
    6 September 2004
    0 references
    Mathematics Subject Classification ID
    60J70
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    91B28
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    93E20
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    zbMATH DE Number
    2096688
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    zbMATH Keywords
    stochastic volatility
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    incomplete markets
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    optimal final wealth
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    martingale method
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    Black-Scholes model
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