scientific article; zbMATH DE number 6874602

DOI10.13878/J.CNKI.JNUIST.2017.03.008zbMath1399.91126MaRDI QIDQ4640740

Huanjun Zhang, Guangchen Wang

Publication date: 25 May 2018

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

zbMATH Keywords

stochastic controloption pricingbackward stochastic differential equationsutility functionincomplete informationmean-variance

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Utility theory (91B16) Optimal stochastic control (93E20) Derivative securities (option pricing, hedging, etc.) (91G20)

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