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zbMath1282.60068MaRDI QIDQ2874159

Hanlei Hu, Shaoyong Lai, Zhaowei Sheng, Yang Wang, Hong-Yi Chen

Publication date: 29 January 2014

Full work available at URL: http://online.watsci.org/abstract_pdf/2013v20/v20n6b-pdf/4.pdf

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

zbMATH Keywords

measure transformation buy-and-sell rule ultimate average

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Financial applications of other theories (91G80)

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