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zbMath1020.91018MaRDI QIDQ2737030

Alexander V. Melnikov

Publication date: 11 September 2001

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

martingales utility function Cox-Ross-Rubinstein formula binomial financial market stochastic exponents

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Martingales with discrete parameter (60G42) Interest rates, asset pricing, etc. (stochastic models) (91G30) Auctions, bargaining, bidding and selling, and other market models (91B26)

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