A PDE approach to risk measures of derivatives (Q4541597): Difference between revisions

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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)
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    5 September 2002
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    coherent risk measures
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    American options
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    physical probability measure
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    subjective probability measures
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    transaction costs
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