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Q4845597 - MaRDI portal

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scientific article; zbMATH DE number 796439
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English
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scientific article; zbMATH DE number 796439

    Statements

    author
    Albert N. Shiryaev
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    Dmitry Kramkov
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    Youri M.Kabanov
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    Alexander V. Melnikov
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    publication date
    25 October 1995
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    zbMATH Keywords
    optimal stopping
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    financial mathematics
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    pricing of options
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    martingale pricing methods
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    hedge strategies
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    Identifiers

    Mathematics Subject Classification ID
    60H30
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    91G20
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    60G40
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    zbMATH DE Number
    796439
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