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scientific article; zbMATH DE number 5209785
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scientific article; zbMATH DE number 5209785

    Statements

    author
    Jianfen Feng
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    Dianfa Chen
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    publication date
    8 November 2007
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    zbMATH Keywords
    market prices of risk
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    no arbitrage
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    backward stochastic differential equation
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    foward measure
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    risk neutral measure
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    Identifiers

    Mathematics Subject Classification ID
    60H30
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    60H10
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    91B30
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    zbMATH DE Number
    5209785
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