No label defined (Q5389840)

From MaRDI portal
Revision as of 16:45, 23 November 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article; zbMATH DE number 6027054
Language Label Description Also known as
English
No label defined
scientific article; zbMATH DE number 6027054

    Statements

    author
    Berend Roorda
    0 references
    Q236407
    0 references
    Johannes M. Schumacher
    0 references
    publication date
    23 April 2012
    0 references
    zbMATH Keywords
    uncertain volatility
    0 references
    robustness
    0 references
    option pricing
    0 references
    delta hedging
    0 references
    binomial tree martingale measure
    0 references

    Identifiers

    Mathematics Subject Classification ID
    62P05
    0 references
    91G70
    0 references
    91G20
    0 references
    60G99
    0 references
    zbMATH DE Number
    6027054
    0 references
     
      Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q5389840&oldid=9854684"
      Powered by MediaWiki