RISKY OPTIONS SIMPLIFIED (Q3523514): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1142/s0219024999000054 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2075490169 / rank | |||
Normal rank |
Latest revision as of 10:21, 30 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | RISKY OPTIONS SIMPLIFIED |
scientific article |
Statements
RISKY OPTIONS SIMPLIFIED (English)
0 references
3 September 2008
0 references
option pricing
0 references
mean-variance hedging
0 references
variance-optimal martingale measure
0 references
minimal martingale measure
0 references
risky options
0 references