Option Pricing (Q3646973)

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Option Pricing
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    title
    Option Pricing (English)
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    author
    Jan Kallsen
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    publication date
    27 November 2009
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    Mathematics Subject Classification ID
    91G20
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    91-02
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    91G80
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    91B25
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    zbMATH DE Number
    5640053
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    zbMATH Keywords
    option pricing
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    relative pricing
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    fundamental theorem of asset pricing (FTAP)
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    martingale
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    superreplication
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    individual perspective
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    quadratic hedging
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    utility indifference pricing
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