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scientific article; zbMATH DE number 1865423 - MaRDI portal

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Publication:4791446

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zbMath1012.60503MaRDI QIDQ4791446

Dmitry Kramkov, A. N. Vishnyakov

Publication date: 6 February 2003

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

zbMATH Keywords

optimization martingale measure stochastic control theory pricing models

Mathematics Subject Classification ID

Generalized stochastic processes (60G20) Martingales and classical analysis (60G46)

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