scientific article

zbMath0652.60051MaRDI QIDQ3797970

R. Chitashvili, Michael Mania

Publication date: 1987

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

local martingalesexistence and construction of optimal controlsoptimal control of local martingales

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Martingales with continuous parameter (60G44)

Related Items (3)

A general problem of an optimal equivalent change of measure and contingent claim pricing in an incomplete market. ⋮ Optimal locally absolutely continuous change of measure. finite set of decisions. part i ⋮ Optimal locally absolutely continuous change of measure. finite set of decisions. part ii:optimization problems

This page was built for publication: