Actuarial risk measures for financial derivative pricing (Q998266): Difference between revisions

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Latest revision as of 00:04, 29 June 2024

scientific article
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Actuarial risk measures for financial derivative pricing
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    Actuarial risk measures for financial derivative pricing (English)
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    28 January 2009
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    derivative pricing
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    incomplete markets
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    stochastic ordering
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    Esscher transform
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    Girsanov's theorem
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    comonotonicity
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    equivalent martingale measure
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    Feynman-Kac integration
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