Publication:5432894

zbMath1141.91393MaRDI QIDQ5432894

Dianfa Chen, Jianfen Feng

Publication date: 18 December 2007

zbMATH Keywords

Brownian motion; martingales; contingent claims; uphedging

Mathematics Subject Classification ID

93E20: Optimal stochastic control

60H30: Applications of stochastic analysis (to PDEs, etc.)

91B26: Auctions, bargaining, bidding and selling, and other market models