Stochastic Analysis and Applications

DOI10.1007/978-3-540-70847-6MaRDI QIDQ5436610zbMATHOpenAlexFDO

Authors Hanqing Jin, Xun Yu Zhou

Publication date 17 January 2008

Full work available at URL https://doi.org/10.1007/978-3-540-70847-6

Mathematics Subject Classification ID

Portfolio theory (91G10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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