A secret to create a complete market from an incomplete market
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Publication:990426
DOI10.1016/j.amc.2007.02.086zbMath1193.91060OpenAlexW2042633848MaRDI QIDQ990426
Publication date: 1 September 2010
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2007.02.086
Related Items (3)
Portfolio selection problem with multiple risky assets under the constant elasticity of variance model ⋮ Optimal investment with multiple risky assets for an insurer in an incomplete market ⋮ Optimal investment and risk control policies for an insurer in an incomplete market
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