ROLE OF INFORMATION IN PRICING DEFAULT-SENSITIVE CONTINGENT CLAIMS (Q5245892): Difference between revisions
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Latest revision as of 09:42, 30 July 2024
scientific article; zbMATH DE number 6425391
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ROLE OF INFORMATION IN PRICING DEFAULT-SENSITIVE CONTINGENT CLAIMS |
scientific article; zbMATH DE number 6425391 |
Statements
ROLE OF INFORMATION IN PRICING DEFAULT-SENSITIVE CONTINGENT CLAIMS (English)
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15 April 2015
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initial enlargement
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progressive enlargement
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equivalent martingale measures
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pricing
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\(f\)-divergence
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minimal martingale measures
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incomplete market
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