Robust valuation, arbitrage ambiguity and profit \& loss analysis (Q1655920): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 05:13, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust valuation, arbitrage ambiguity and profit \& loss analysis |
scientific article |
Statements
Robust valuation, arbitrage ambiguity and profit \& loss analysis (English)
0 references
10 August 2018
0 references
arbitrage
0 references
risk-neutral valuation
0 references
profit \& loss
0 references
overestimation
0 references
\(G\)-expectation
0 references
