scientific article; zbMATH DE number 5856148

MaRDI QIDQ3076261zbMATH OpenFDO

Authors Ya. Yatsenko

Publication date 22 February 2011

zbMATH Keywords

binomial modelexponential utility functioncomplete market

Mathematics Subject Classification ID

Utility theory (91B16) Microeconomic theory (price theory and economic markets) (91B24)

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