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scientific article; zbMATH DE number 1990611

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Publication:4430768
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zbMath1046.91060MaRDI QIDQ4430768

Valery A. Kholodnyi

Publication date: 13 October 2003


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

zbMATH Keywords

Lie algebra of portfolio operatorsnoncommutativity and randomness in finance


Mathematics Subject Classification ID

One-parameter semigroups and linear evolution equations (47D06) Yang-Mills and other gauge theories in quantum field theory (81T13) Lie algebras of Lie groups (22E60) Stochastic analysis (60H99)








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