zbMath1159.91394MaRDI QIDQ3542639
Revaz Tevzadze, Michael Mania
Publication date: 1 December 2008
zbMATH Keywords
incomplete marketsbackward stochastic partial differential equationmean-variance hedgingsemimartingale market model
Mathematics Subject Classification ID
Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Related Items