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scientific article; zbMATH DE number 1539033 - MaRDI portal

scientific article; zbMATH DE number 1539033

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Publication:4519488

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zbMath0970.91023MaRDI QIDQ4519488

Paolo Pellizzari, Andrea Gamba

Publication date: 16 July 2001

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

zbMATH Keywords

hedging incomplete markets expected utility event tree

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Computational methods for problems pertaining to game theory, economics, and finance (91-08)

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