scientific article; zbMATH DE number 1744955
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Publication:4531748
zbMath0990.91024MaRDI QIDQ4531748
Publication date: 23 May 2002
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
incomplete marketsportfolio optimizationmartingale approachlogarithmic utilityminimal distance martingale measuresprices on derivatives
Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20) Auctions, bargaining, bidding and selling, and other market models (91B26) Portfolio theory (91G10)
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