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scientific article; zbMATH DE number 796440
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English
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scientific article; zbMATH DE number 796440

    Statements

    author
    Albert N. Shiryaev
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    Youri M.Kabanov
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    Dmitry Kramkov
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    Alexander V. Melnikov
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    publication date
    25 October 1995
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    zbMATH Keywords
    risk and riskless stocks and bonds
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    hedge strategies
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    optimal stopping
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    Black-Scholes formula
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    options of European as well as American types
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    Identifiers

    Mathematics Subject Classification ID
    60H30
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    91G20
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    60G40
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    zbMATH DE Number
    796440
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