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scientific article; zbMATH DE number 2096688 - MaRDI portal

scientific article; zbMATH DE number 2096688

From MaRDI portal
Publication:4811452

zbMath1045.60085MaRDI QIDQ4811452

Daniel Hernández-Hernández, Natzahualcóyotl Castañeda-Leyva

Publication date: 6 September 2004


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

zbMATH Keywords

stochastic volatilityBlack-Scholes modelincomplete marketsmartingale methodoptimal final wealth


Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (1)

A control approach to robust utility maximization with logarithmic utility and time-consistent penalties




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