A PDE approach to risk measures of derivatives (Q4541597): Difference between revisions
From MaRDI portal
Created a new Item |
ReferenceBot (talk | contribs) Changed an Item |
||
(4 intermediate revisions by 4 users not shown) | |||
Property / describes a project that uses | |||
Property / describes a project that uses: RiskMetrics / rank | |||
Normal rank | |||
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/10.1080/13504860110045741 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2141911099 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Coherent Measures of Risk / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: On dynamic measure of risk / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Mathematics of financial markets / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Quantile hedging / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4794126 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4368791 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Pricing Options With Curved Boundaries<sup>1</sup> / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4349551 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4350437 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 11:07, 4 June 2024
scientific article; zbMATH DE number 1771986
Language | Label | Description | Also known as |
---|---|---|---|
English | A PDE approach to risk measures of derivatives |
scientific article; zbMATH DE number 1771986 |
Statements
A PDE approach to risk measures of derivatives (English)
0 references
5 September 2002
0 references
coherent risk measures
0 references
American options
0 references
physical probability measure
0 references
subjective probability measures
0 references
transaction costs
0 references