RISKY OPTIONS SIMPLIFIED (Q3523514): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 00:03, 5 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | RISKY OPTIONS SIMPLIFIED |
scientific article |
Statements
RISKY OPTIONS SIMPLIFIED (English)
0 references
3 September 2008
0 references
option pricing
0 references
mean-variance hedging
0 references
variance-optimal martingale measure
0 references
minimal martingale measure
0 references
risky options
0 references