Gain-loss pricing under ambiguity of measure (Q5189212): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2106020894 / rank | |||
Normal rank |
Revision as of 19:33, 19 March 2024
scientific article; zbMATH DE number 5678716
Language | Label | Description | Also known as |
---|---|---|---|
English | Gain-loss pricing under ambiguity of measure |
scientific article; zbMATH DE number 5678716 |
Statements
Gain-loss pricing under ambiguity of measure (English)
0 references
9 March 2010
0 references
contingent claim
0 references
pricing
0 references
gain-loss ratio
0 references
hedging
0 references
martingales
0 references
stochastic programming
0 references
risk measures
0 references