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zbMath1150.91397MaRDI QIDQ3516594

Guangchen Wang, Zhen Wu

Publication date: 6 August 2008

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

zbMATH Keywords

option pricing backward stochastic differential equations nonlinear filtering investment portfolio

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Combinatorial optimization (90C27) Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (1)

On European option pricing under partial information.

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