A secret to create a complete market from an incomplete market (Q990426): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Martingale and Duality Methods for Utility Maximization in an Incomplete Market / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4902563 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Stochastic calculus for finance. II: Continuous-time models. / rank | |||
Normal rank | |||
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)
0 references
1 September 2010
0 references
incomplete market
0 references
martingale method
0 references
optimal portfolio
0 references
continuous time
0 references
