A Note on Differentiability in a Markov Chain Market Using Stochastic Flows (Q4981997)
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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 |
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A Note on Differentiability in a Markov Chain Market Using Stochastic Flows (English)
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23 March 2015
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stochastic flows
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differentiability
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Markov chain market
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hedging
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