Optimal replication of random vectors by ordinary integrals (Q1936152)
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scientific article; zbMATH DE number 6138061
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| 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)
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21 February 2013
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optimal stochastic control
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contingent claim replication
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martingale representation
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0.7334219813346863
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0.7105040550231934
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0.7049180865287781
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