The Markov Chain Market (Q4661683): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 17:20, 7 February 2024
scientific article; zbMATH DE number 2149144
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Markov Chain Market |
scientific article; zbMATH DE number 2149144 |
Statements
The Markov Chain Market (English)
0 references
30 March 2005
0 references
continuous time Markov chains
0 references
martingale analysis
0 references
arbitrage pricing theory
0 references
risk minimization
0 references
unit linked insurance
0 references
