Pricing Without Equivalent Martingale Measures Under Complete and Incomplete Observation (Q3000879): Difference between revisions
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Latest revision as of 22:01, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing Without Equivalent Martingale Measures Under Complete and Incomplete Observation |
scientific article |
Statements
Pricing Without Equivalent Martingale Measures Under Complete and Incomplete Observation (English)
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31 May 2011
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pricing theory
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no equivalent martingale measure
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superreplication
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benchmark approach
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incomplete observation
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