Arbitrage-free pricing of derivatives in nonlinear market models (Q2296111)
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scientific article; zbMATH DE number 7168369
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| default for all languages | No label defined |
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| English | Arbitrage-free pricing of derivatives in nonlinear market models |
scientific article; zbMATH DE number 7168369 |
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Arbitrage-free pricing of derivatives in nonlinear market models (English)
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17 February 2020
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arbitrage
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hedging
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fair price
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funding cost
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margin agreement
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market friction
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BSDE
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0.7698521018028259
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0.769592821598053
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0.7669364809989929
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0.7620193958282471
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0.7543556690216064
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