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Q5493542 - MaRDI portal

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scientific article; zbMATH DE number 5066260
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English
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scientific article; zbMATH DE number 5066260

    Statements

    author
    Mark H. A. Davis
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    publication date
    23 October 2006
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    zbMATH Keywords
    Mathematical finance
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    utility-based pricing
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    duality
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    hedging strategies
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    Malliavin calculus
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    Identifiers

    Mathematics Subject Classification ID
    60H30
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    60H07
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    93E20
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    zbMATH DE Number
    5066260
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