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Property / author: Q236407 / rank | |||
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Property / author: Johannes M. Schumacher / rank | |||
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Property / author: Jacob Christiaan Engwerda / rank | |||
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Property / author | |||
Property / author: Johannes M. Schumacher / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / cites work: Coherent Measures of Risk / rank | |||
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Property / cites work: Q5314910 / rank | |||
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Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
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Property / cites work: Option pricing: A simplified approach / rank | |||
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Property / cites work: A robust hedging algorithm / rank | |||
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Property / cites work: Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market / rank | |||
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Property / cites work: Q4909834 / rank | |||
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Latest revision as of 02:12, 5 July 2024
scientific article; zbMATH DE number 6027054
Language | Label | Description | Also known as |
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English | No label defined |
scientific article; zbMATH DE number 6027054 |
Statements
23 April 2012
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uncertain volatility
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robustness
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option pricing
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delta hedging
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binomial tree martingale measure
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