Derivatives pricing via<i>p</i>-optimal martingale measures: some extreme cases (Q5754676): Difference between revisions
From MaRDI portal
Latest revision as of 12:56, 26 June 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)
0 references
23 August 2007
0 references
semimartingale backward equation
0 references
\(p\)-optimal martingale measure
0 references
incomplete market
0 references
diffusion
0 references
0 references
0 references
0 references