Universal contingent claims in a general market environment and multiplicative measures: examples and applications

DOI10.1016/j.na.2005.03.077zbMath1134.91433OpenAlexW2016030792MaRDI QIDQ2572188

Valery A. Kholodnyi

Publication date: 16 November 2005

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.na.2005.03.077

zbMATH Keywords

Generators of a market environmentMarket environmentMultiplicative measureSemilinear evolution equation for universal contingent claimsUniversal contingent claim

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

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