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Publication:3071685
zbMath1224.91030MaRDI QIDQ3071685
Publication date: 5 February 2011
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stochastic differential equationsPoisson point processesmarket asset portfolioportfolio generating function
Brownian motion (60J65) Financial applications of other theories (91G80) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Portfolio theory (91G10)
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