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scientific article; zbMATH DE number 1066453
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scientific article; zbMATH DE number 1066453

    Statements

    author
    Nicole El Karoui
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    Marie-Claire Quenez
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    publication date
    25 November 1997
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    Mathematics Subject Classification ID
    91B28
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    91B24
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    91B62
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    60H30
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    60H10
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    49L25
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    zbMATH DE Number
    1066453
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    zbMATH Keywords
    financial mathematics
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    backward stochastic differential equations
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    hedging portfolio
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    arbitrage pricing
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