Pricing and hedging in incomplete markets with model uncertainty (Q2286877): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 13:46, 2 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing and hedging in incomplete markets with model uncertainty |
scientific article |
Statements
Pricing and hedging in incomplete markets with model uncertainty (English)
0 references
23 January 2020
0 references
finance
0 references
indifference pricing
0 references
hedging
0 references
incomplete markets
0 references
robustness
0 references
