scientific article; zbMATH DE number 1292789

zbMATH Open0934.91023MaRDI QIDQ4244438FDOQ4244438

Authors: Alexander Melnikov 

Publication date: 30 May 1999

Title of this publication is not available (Why is that?)

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zbMATH Keywords

martingalesfinancial marketsprobabilistic modelsminimized risks

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Stochastic models in economics (91B70) Stochastic analysis (60H99)

Cited In (8)

• Binomial financial market in the context of the algebra of stochastic exponents and martingales
• Stochastic models of financial mathematics
• Mathematical methods for financial markets.
• Title not available (Why is that?)
• Stochastic methods in finance. II
• Financial markets with no riskless (safe) asset
• Title not available (Why is that?)
• Financial markets in continuous time. Translated from the French by Anna Kennedy

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