A Note on Differentiability in a Markov Chain Market Using Stochastic Flows (Q4981997): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: Publication / rank | |||
Normal rank | |||
Revision as of 19:17, 5 March 2024
scientific article; zbMATH DE number 6418282
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Note on Differentiability in a Markov Chain Market Using Stochastic Flows |
scientific article; zbMATH DE number 6418282 |
Statements
A Note on Differentiability in a Markov Chain Market Using Stochastic Flows (English)
0 references
23 March 2015
0 references
stochastic flows
0 references
differentiability
0 references
Markov chain market
0 references
hedging
0 references
