Maximal (minimal) conditional expectation and European option pricing with ambiguous return rate and volatility (Q2375368)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximal (minimal) conditional expectation and European option pricing with ambiguous return rate and volatility |
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Maximal (minimal) conditional expectation and European option pricing with ambiguous return rate and volatility (English)
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13 June 2013
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set-valued stochastic differential inclusion
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martingale measures
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maximal and minimal conditional expectations
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bounds of option prices
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