Derivatives pricing via<i>p</i>-optimal martingale measures: some extreme cases (Q5754676): Difference between revisions

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Latest revision as of 12:56, 26 June 2024

scientific article; zbMATH DE number 5181946
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English
Derivatives pricing via<i>p</i>-optimal martingale measures: some extreme cases
scientific article; zbMATH DE number 5181946

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    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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