A secret to create a complete market from an incomplete market (Q990426)
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scientific article; zbMATH DE number 5776943
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A secret to create a complete market from an incomplete market |
scientific article; zbMATH DE number 5776943 |
Statements
A secret to create a complete market from an incomplete market (English)
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1 September 2010
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incomplete market
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martingale method
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optimal portfolio
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continuous time
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0.7387341856956482
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0.7339708805084229
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0.7328338027000427
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