Derivatives pricing via<i>p</i>-optimal martingale measures: some extreme cases (Q5754676): Difference between revisions
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Revision as of 22:01, 19 March 2024
scientific article; zbMATH DE number 5181946
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Derivatives pricing via<i>p</i>-optimal martingale measures: some extreme cases |
scientific article; zbMATH DE number 5181946 |
Statements
Derivatives pricing via<i>p</i>-optimal martingale measures: some extreme cases (English)
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23 August 2007
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semimartingale backward equation
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\(p\)-optimal martingale measure
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incomplete market
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diffusion
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