Continuous-time portfolio selection and option pricing under risk-minimization criterion in an incomplete market
From MaRDI portal
Publication:1789776
DOI10.1155/2013/175269zbMath1397.91560OpenAlexW2035960339WikidataQ59001940 ScholiaQ59001940MaRDI QIDQ1789776
Wenli Zhu, Shuang Li, Jiexiang Huang, Xinfeng Ruan
Publication date: 10 October 2018
Published in: Journal of Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2013/175269
Financial applications of other theories (91G80) Portfolio theory (91G10) Integro-partial differential equations (35R09)
This page was built for publication: Continuous-time portfolio selection and option pricing under risk-minimization criterion in an incomplete market
