European Option Pricing with Ambiguous Return Rate and Volatility (Q2838670): Difference between revisions
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Revision as of 07:57, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | European Option Pricing with Ambiguous Return Rate and Volatility |
scientific article |
Statements
European Option Pricing with Ambiguous Return Rate and Volatility (English)
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10 July 2013
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set-valued stochastic differential inclusion
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martingale measures
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maximal and minimal conditional expectations
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bounds of option prices
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