Fair pricing and hedging under small perturbations of the numéraire on a finite probability space (Q2681318)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fair pricing and hedging under small perturbations of the numéraire on a finite probability space |
scientific article |
Statements
Fair pricing and hedging under small perturbations of the numéraire on a finite probability space (English)
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8 February 2023
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fair pricing
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Föllmer-Schweizer decomposition
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numéraire
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stability
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asymptotic analysis
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conditional fair price
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