Controlled random fields, von Neumann–Gale dynamics and multimarket hedging with risk (Q5410802): Difference between revisions

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+Igor V. Evstigneev
@@ Property / author: Igor V. Evstigneev / rank @@
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@@ Property / author @@
+Mikhail Zhitlukhin
@@ Property / author: Mikhail Zhitlukhin / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/17442508.2013.795565
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+W2117116964
@@ Property / OpenAlex ID: W2117116964 / rank @@
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@@ Property / cites work @@
+The valuation problem in arbitrage price theory
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+Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model
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