scientific article; zbMATH DE number 2163434

zbMATH Open1104.91036MaRDI QIDQ4672292FDOQ4672292

Authors: Valery A. Kholodnyi 

Publication date: 29 April 2005

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

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zbMATH Keywords

semilinear evolution equationtime evolutioncontingent payoff

Mathematics Subject Classification ID

Semigroups of nonlinear operators (47H20) Nonlinear evolution equations (47J35) Fundamental topics (basic mathematics, methodology; applicable to economics in general) (91B02) One-parameter semigroups and linear evolution equations (47D06) Group- or semigroup-valued set functions, measures and integrals (28B10)

Cited In (4)

• Valuation and dynamic replication of contingent claims in a general market environment based on the beliefs-preferences gauge symmetry
• Universal contingent claims in a general market environment and multiplicative measures: examples and applications
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• Universal contingent claims and valuation multiplicative measures with examples and applications

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