scientific article

zbMath0736.90009MaRDI QIDQ3985737

Marie-Claire Quenez, Nicole El Karoui

Publication date: 27 June 1992

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

zbMATH Keywords

price of a contingent claimsecurities in an incomplete market

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Microeconomic theory (price theory and economic markets) (91B24) Optimal stochastic control (93E20)

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