Publication:4824855
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zbMath1163.91416MaRDI QIDQ4824855
Marina Santacroce, Revaz Tevzadze, Michael Mania
Publication date: 1 November 2004
Full work available at URL: https://eudml.org/doc/55559
Bellman equation; incomplete market; backward stochastic differential equation; stochastic volatility model; Minimal entropy martingale measure
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