scientific article; zbMATH DE number 1409878

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zbMath0940.60080MaRDI QIDQ4940293

Yanina A. Ol'Tsik, Yuliya S. Mishura

Publication date: 2 March 2000

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

zbMATH Keywords

martingale optimal stopping time hedging strategy backward differential equation wealth process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44)

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