Options Prices in Incomplete Markets (Q4606385)

From MaRDI portal
Revision as of 06:37, 15 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article; zbMATH DE number 6847882
Language Label Description Also known as
English
Options Prices in Incomplete Markets
scientific article; zbMATH DE number 6847882

    Statements

    title
    Options Prices in Incomplete Markets (English)
    0 references
    author
    Jean Jacod
    0 references
    Philip E. Protter
    0 references
    publication date
    7 March 2018
    0 references
    zbMATH Keywords
    incomplete markets
    0 references
    pay-off function
    0 references
    convex function
    0 references
    European call option
    0 references
    price process
    0 references
    Brownian motion
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91G20
    0 references
    60G44
    0 references
    60J70
    0 references
    zbMATH DE Number
    6847882
    0 references
    OpenAlex ID
    W2753926129
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4606385&oldid=36377605"
    Powered by MediaWiki