Optimal replication of random vectors by ordinary integrals (Q1936152)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6138061
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal replication of random vectors by ordinary integrals |
scientific article; zbMATH DE number 6138061 |
Statements
Optimal replication of random vectors by ordinary integrals (English)
0 references
21 February 2013
0 references
optimal stochastic control
0 references
contingent claim replication
0 references
martingale representation
0 references
0.7334219813346863
0 references
0.7105040550231934
0 references
0.7049180865287781
0 references
