RISKY OPTIONS SIMPLIFIED (Q3523514): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q190752
RedirectionBot (talk | contribs)
Changed an Item
Property / author
 
Property / author: Martin Schweizer / rank
 
Normal rank

Revision as of 10:56, 10 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
    0 references

    Identifiers