Q5389840 (Q5389840): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Coherent Measures of Risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5314910 / 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: Option pricing: A simplified approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: A robust hedging algorithm / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4909834 / rank
 
Normal rank

Latest revision as of 02:12, 5 July 2024

scientific article; zbMATH DE number 6027054
Language Label Description Also known as
English
No label defined
scientific article; zbMATH DE number 6027054

    Statements

    0 references
    0 references
    23 April 2012
    0 references
    uncertain volatility
    0 references
    robustness
    0 references
    option pricing
    0 references
    delta hedging
    0 references
    binomial tree martingale measure
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references