A secret to create a complete market from an incomplete market
type: Item
instance of: scholarly article
title: A secret to create a complete market from an incomplete market
zbMATH Open document ID: 1193.91060
published in: Applied Mathematics and Computation
publication date: 2010-09-01T00:00:00Z
Mathematics Subject Classification ID: 91B26
zbMATH DE Number: 5776943
zbMATH Keywords: incomplete market
zbMATH Keywords: martingale method
zbMATH Keywords: optimal portfolio
zbMATH Keywords: continuous time
author: Aihua Zhang
MaRDI profile type: Publication
full work available at URL: j.amc.2007.02.086
OpenAlex ID: W2042633848
cites work: Martingale and Duality Methods for Utility Maximization in an Incomplete Market
cites work: Q4902563
cites work: Stochastic calculus for finance. II: Continuous-time models.
DOI: 10.1016/J.AMC.2007.02.086
description: scientific article; zbMATH DE number 5776943