On Minimizing Risk in Incomplete Markets Option Pricing Models (Q4216108): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
ReferenceBot (talk | contribs) Changed an Item |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: The Black-Scholes option pricing problem in mathematical finance: generalization and extensions for a large class of stochastic processes / rank | |||
Normal rank | |||
Latest revision as of 16:57, 28 May 2024
scientific article; zbMATH DE number 1213263
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Minimizing Risk in Incomplete Markets Option Pricing Models |
scientific article; zbMATH DE number 1213263 |
Statements
On Minimizing Risk in Incomplete Markets Option Pricing Models (English)
0 references
28 December 1998
0 references
incomplete market
0 references
fair game condition
0 references
