The Markov Chain Market (Q4661683)

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scientific article; zbMATH DE number 2149144
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The Markov Chain Market
scientific article; zbMATH DE number 2149144

    Statements

    title
    The Markov Chain Market (English)
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    author
    Ragnar Norberg
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    publication date
    30 March 2005
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    zbMATH Keywords
    continuous time Markov chains
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    martingale analysis
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    arbitrage pricing theory
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    risk minimization
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    unit linked insurance
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    91B30
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    60G44
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    60H30
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    60H10
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    60J27
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    zbMATH DE Number
    2149144
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