2024-03-28T13:38:47Z
https://oai.zbmath.org/v1/
oai:zbmath.org:2102339
2004-09-22T13:03:49Z
60
90
91
Alexis Derviz (Praha)
Mania, M.
2000
2102339
English
Elsevier (North-Holland), Amsterdam
https://zbmath.org/02102339
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Stochastic Processes Appl. 90, No. 1, 19-42 (2000).
60G44; 60H10; 91B28; 90C15
A general problem of an optimal equivalent change of measure and contingent claim pricing in an incomplete market.
j