A secret to create a complete market from an incomplete market (Q990426): Difference between revisions
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| Property / author: Ai-Hua Zhang / rank | |||
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| Property / author: Ai-Hua Zhang / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.1016/j.amc.2007.02.086 / rank | |||
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| Property / OpenAlex ID: W2042633848 / rank | |||
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| Property / cites work: Martingale and Duality Methods for Utility Maximization in an Incomplete Market / rank | |||
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| Property / cites work: Q4902563 / rank | |||
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| Property / cites work: Stochastic calculus for finance. II: Continuous-time models. / rank | |||
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| links / mardi / name | links / mardi / name | ||
Latest revision as of 04:01, 3 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A secret to create a complete market from an incomplete market |
scientific article |
Statements
A secret to create a complete market from an incomplete market (English)
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1 September 2010
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incomplete market
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martingale method
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optimal portfolio
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continuous time
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