Optimal acquisition of a partially hedgeable house (Q2342736)

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Optimal acquisition of a partially hedgeable house
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    Statements

    title
    Optimal acquisition of a partially hedgeable house (English)
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    author
    Coskun Cetin
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    Fernando Zapatero
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    publication date
    29 April 2015
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    zbMATH Keywords
    stopping time
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    incomplete markets
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    martingale methods
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    60G40
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    60G15
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    zbMATH DE Number
    6432133
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