European Option Pricing with Ambiguous Return Rate and Volatility (Q2838670): 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 08:45, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | European Option Pricing with Ambiguous Return Rate and Volatility |
scientific article |
Statements
European Option Pricing with Ambiguous Return Rate and Volatility (English)
0 references
10 July 2013
0 references
set-valued stochastic differential inclusion
0 references
martingale measures
0 references
maximal and minimal conditional expectations
0 references
bounds of option prices
0 references
