scientific article; zbMATH DE number 1009462

MaRDI QIDQ4336695zbMATH OpenFDO

Authors Jerzy Zabczyk, Gianmario Tessitore

Publication date 14 May 1997

zbMATH Keywords

discrete time, multinomial modelfair prices of optionsMarkovian decision systems

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Optimal stochastic control (93E20)

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