No label defined (Q4811452)
From MaRDI portal
scientific article; zbMATH DE number 2096688
Language | Label | Description | Also known as |
---|---|---|---|
English | No label defined |
scientific article; zbMATH DE number 2096688 |
Statements
6 September 2004
0 references
stochastic volatility
0 references
incomplete markets
0 references
optimal final wealth
0 references
martingale method
0 references
Black-Scholes model
0 references