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scientific article; zbMATH DE number 5877443 - MaRDI portal

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Publication:5392535

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zbMath1224.91191MaRDI QIDQ5392535

E. M. Bronshtein, E. R. Kolyasnikova

Publication date: 12 April 2011

Full work available at URL: http://mathnet.ru/eng/mm/v22/i11/p29

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

zbMATH Keywords

cash flow Black-Scholes \((B,S,F)\) market self- financing strategy

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Microeconomic theory (price theory and economic markets) (91B24) Financial applications of other theories (91G80)

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