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Publication:3139219
zbMath0790.90006MaRDI QIDQ3139219
Robert J. Elliott, David B. Colwell
Publication date: 11 November 1993
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
minimal martingale measurehedging against contingent claimslocal risk-minimizing trading strategyMarkov diffusion with jumps
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Microeconomic theory (price theory and economic markets) (91B24) Economic growth models (91B62)
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