Pricing under dynamic risk measures (Q2278417)
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scientific article; zbMATH DE number 7140103
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Pricing under dynamic risk measures |
scientific article; zbMATH DE number 7140103 |
Statements
Pricing under dynamic risk measures (English)
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5 December 2019
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super-hedging
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dynamic risk measures
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time consistency
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absence of immediate profit
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pricing
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0.8306330442428589
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0.8197382092475891
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0.8059108853340149
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0.8000422716140747
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