scientific article; zbMATH DE number 6746166

DOI10.13338/J.ISSN.1006-8341.2016.03.009zbMath1374.91100MaRDI QIDQ5276432

Hui Chen, Lin Zhang, Xuanhui Liu

Publication date: 14 July 2017

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

zbMATH Keywords

backward stochastic differential equationLévy processmean-variance criterionmixed contingent claims

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Portfolio theory (91G10)

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