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Publication:3626651
zbMath1175.91009MaRDI QIDQ3626651
Publication date: 22 May 2009
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
trading strategyincomplete marketscooperative gameconvex dualityutility maximizationcomplete marketscontingent claim pricing
Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Utility theory (91B16) Generalizations of martingales (60G48) Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20)
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