A note on differentiability in a Markov chain market using stochastic flows (Q4981997)
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scientific article; zbMATH DE number 6418282
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| English | A note on differentiability in a Markov chain market using stochastic flows |
scientific article; zbMATH DE number 6418282 |
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A Note on Differentiability in a Markov Chain Market Using Stochastic Flows (English)
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23 March 2015
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stochastic flows
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differentiability
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Markov chain market
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hedging
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0.8021508455276489
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0.7868567109107971
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0.7734317779541016
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0.7423004508018494
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