Abstract
We consider application of random evolutions to stochastic models of financial mathematics in an incomplete market.
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© 2000 Springer Science+Business Media Dordrecht
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Swishchuk, A. (2000). Random Evolutions in Financial Mathematics Incomplete Market. In: Random Evolutions and their Applications. Mathematics and Its Applications, vol 504. Springer, Dordrecht. https://doi.org/10.1007/978-94-015-9598-8_10
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DOI: https://doi.org/10.1007/978-94-015-9598-8_10
Publisher Name: Springer, Dordrecht
Print ISBN: 978-90-481-5441-8
Online ISBN: 978-94-015-9598-8
eBook Packages: Springer Book Archive