An extended set of risk neutral valuation relationships for the pricing of contingent claims (Q375471): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 91G20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6221284
@@ Property / zbMATH DE Number: 6221284 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+HARA utility functions
@@ Property / zbMATH Keywords: HARA utility functions / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+risk neutral valuation relationships
@@ Property / zbMATH Keywords: risk neutral valuation relationships / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+displaced diffusion model
@@ Property / zbMATH Keywords: displaced diffusion model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+three-parameter lognormal
@@ Property / zbMATH Keywords: three-parameter lognormal / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1023/a:1009670114285
+Normal rank
@@ Property / OpenAlex ID @@
+W3121504304
@@ Property / OpenAlex ID: W3121504304 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:375471