Stochastic Partial Differential Equations and Portfolio Choice
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Publication:3000883
DOI10.1007/978-3-642-03479-4_11zbMath1217.91173MaRDI QIDQ3000883
Marek Musiela, Thaleia Zariphopoulou
Publication date: 31 May 2011
Published in: Contemporary Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-03479-4_11
60H30: Applications of stochastic analysis (to PDEs, etc.)
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
91G10: Portfolio theory
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