Approximation pricing and the variance-optimal martingale measure (Q1922074): Difference between revisions
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Revision as of 06:17, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation pricing and the variance-optimal martingale measure |
scientific article |
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Approximation pricing and the variance-optimal martingale measure (English)
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5 January 1997
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option pricing
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variance-optimal martingale measure
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backward stochastic differential equations
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incomplete markets
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adjustment process
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mean-variance trade-off
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minimal signed martingale measure
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