Choquet-based European option pricing with stochastic (and fixed) strikes (Q2516642)
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scientific article; zbMATH DE number 6469393
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Choquet-based European option pricing with stochastic (and fixed) strikes |
scientific article; zbMATH DE number 6469393 |
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Choquet-based European option pricing with stochastic (and fixed) strikes (English)
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3 August 2015
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option pricing
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ambiguity
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Choquet uncertainty
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decision theory
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investment behavior
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0.7737863063812256
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0.7729108929634094
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0.753718912601471
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0.7462683916091919
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0.7435868978500366
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