Gain-loss pricing under ambiguity of measure (Q5189212): Difference between revisions

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Latest revision as of 13:21, 2 July 2024

scientific article; zbMATH DE number 5678716
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English
Gain-loss pricing under ambiguity of measure
scientific article; zbMATH DE number 5678716

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    Gain-loss pricing under ambiguity of measure (English)
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    9 March 2010
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    contingent claim
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    pricing
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    gain-loss ratio
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    hedging
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    martingales
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    stochastic programming
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    risk measures
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