The Markov Chain Market (Q4661683)
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scientific article; zbMATH DE number 2149144
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The Markov Chain Market |
scientific article; zbMATH DE number 2149144 |
Statements
The Markov Chain Market (English)
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30 March 2005
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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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0.8034185767173767
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0.8021508455276489
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0.7996460199356079
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