Pricing Without Equivalent Martingale Measures Under Complete and Incomplete Observation (Q3000879): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/978-3-642-03479-4_6 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W100450476 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 21:01, 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)
0 references
31 May 2011
0 references
pricing theory
0 references
no equivalent martingale measure
0 references
superreplication
0 references
benchmark approach
0 references
incomplete observation
0 references
