Work

A Semimartingale Bellman Equation and the Variance-Optimal Martingale Measure

Year: 2000

Type: article

Source: Georgian Mathematical Journal

DOI: 10.1515/gmj.2000.765

Authors: M. Mania, R. Tevzadze

Institution: Georgian National Academy of Sciences

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W69865289

FWCI: 3.84

Cites: 21

Cited by: 30

Related to: 10