Asymptotic option price with bounded expected loss (Q2510032)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 6323638
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Asymptotic option price with bounded expected loss |
scientific article; zbMATH DE number 6323638 |
Statements
Asymptotic option price with bounded expected loss (English)
0 references
31 July 2014
0 references
option pricing
0 references
compound Poisson processes
0 references
weak convergence
0 references
bounded loss
0 references
0 references
0.7774222493171692
0 references
0.7772377133369446
0 references
0.771523118019104
0 references
0.769351601600647
0 references
0.7687758207321167
0 references
