Changes of numéraire, changes of probability measure and option pricing (Q4842819): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 17:39, 5 March 2024
scientific article; zbMATH DE number 786298
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Changes of numéraire, changes of probability measure and option pricing |
scientific article; zbMATH DE number 786298 |
Statements
Changes of numéraire, changes of probability measure and option pricing (English)
0 references
17 January 1996
0 references
option pricing
0 references
martingales
0 references
hedging portfolio
0 references
forward volatility
0 references
prices of contingent claims
0 references
