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scientific article
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scientific article

    Statements

    author
    Q593386
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    publication date
    18 January 2010
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    zbMATH Keywords
    financial mathematics
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    stochastic calculus
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    portfolio choice
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    binomial model
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    Brownian motion
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    Black-Scholes model
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    interest-rate models
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    Identifiers

    Mathematics Subject Classification ID
    91-02
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    91Gxx
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    91B16
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    91B25
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    62P05
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    60G05
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    60J65
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    zbMATH DE Number
    5659770
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