scientific article; zbMATH DE number 2113405
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Publication:4824855
zbMath1163.91416MaRDI QIDQ4824855
Revaz Tevzadze, Michael Mania, Marina Santacroce
Publication date: 1 November 2004
Full work available at URL: https://eudml.org/doc/55559
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bellman equationincomplete marketbackward stochastic differential equationstochastic volatility modelMinimal entropy martingale measure
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