scientific article; zbMATH DE number 5499205

zbMath1154.91466MaRDI QIDQ5506195

Marek Musiela, Thaleia Zariphopoulou

Publication date: 28 January 2009

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Portfolio theory (91G10)

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