Pricing and hedging in incomplete markets with model uncertainty (Q2286877)
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scientific article; zbMATH DE number 7156868
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Pricing and hedging in incomplete markets with model uncertainty |
scientific article; zbMATH DE number 7156868 |
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Pricing and hedging in incomplete markets with model uncertainty (English)
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23 January 2020
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finance
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indifference pricing
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hedging
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incomplete markets
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robustness
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0.7785018086433411
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0.7667834758758545
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0.7666825652122498
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0.7663581967353821
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