Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Create a new EntitySchema
Merge two items
In other projects
Discussion
View source
View history
Purge
English
Log in

scientific article

From MaRDI portal
Publication:2790522
Jump to:navigation, search

zbMath1331.91175MaRDI QIDQ2790522

Robert J. Elliott, Tak Kuen Siu

Publication date: 4 March 2016


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


Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) 2-person games (91A05) Stochastic models in economics (91B70) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic games, stochastic differential games (91A15) Derivative securities (option pricing, hedging, etc.) (91G20)


Related Items (6)

DISAPPOINTMENT AVERSION PREMIUM PRINCIPLE ⋮ Continuous-Time Portfolio Choice Under Monotone Mean-Variance Preferences—Stochastic Factor Case ⋮ The returns and risks of investment portfolio in a financial market ⋮ A class of stochastic Fredholm-algebraic equations and applications in finance ⋮ CONVEX RISK MEASURES FOR GOOD DEAL BOUNDS ⋮ Risk-minimizing pricing and Esscher transform in a general non-Markovian regime-switching jump-diffusion model






This page was built for publication:

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:2790522&oldid=15681235"
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
MaRDI portal item
This page was last edited on 3 February 2024, at 16:34.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki