Existence and uniqueness of martingale solutions to option pricing equations with noise (Q831331)
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scientific article; zbMATH DE number 7347082
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| English | Existence and uniqueness of martingale solutions to option pricing equations with noise |
scientific article; zbMATH DE number 7347082 |
Statements
Existence and uniqueness of martingale solutions to option pricing equations with noise (English)
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11 May 2021
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martingale solution
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existence and uniqueness
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incomplete hedging
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option pricing equation with noise
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0.7694388031959534
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0.7661853432655334
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0.7647753953933716
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0.7560362219810486
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