Q5389840 (Q5389840): Difference between revisions
From MaRDI portal
Created a new Item |
ReferenceBot (talk | contribs) Changed an Item |
||
(4 intermediate revisions by 3 users not shown) | |||
Property / author | |||
Property / author: Q236407 / rank | |||
Property / author | |||
Property / author: Johannes M. Schumacher / rank | |||
Property / author | |||
Property / author: Jacob Christiaan Engwerda / rank | |||
Normal rank | |||
Property / author | |||
Property / author: Johannes M. Schumacher / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
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 | |||
links / mardi / name | links / mardi / name | ||
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
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