scientific article; zbMATH DE number 1095739

Publication date: 10 December 1997

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

mathematical finance optimal consumption investment problem derivative securities Brownian model of financial markets mean-variance analysis of portfolios theory of pricing and hedging

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Actuarial science and mathematical finance (91Gxx)

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