Publication:5200620
From MaRDI portal
zbMath1095.91015MaRDI QIDQ5200620
Publication date: 7 April 2006
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
91-02: Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance
60H30: Applications of stochastic analysis (to PDEs, etc.)
91G80: Financial applications of other theories
91G10: Portfolio theory
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