Universal contingent claims in a general market environment and multiplicative measures: examples and applications (Q2572188)
From MaRDI portal
!
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 2229445
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Universal contingent claims in a general market environment and multiplicative measures: examples and applications |
scientific article; zbMATH DE number 2229445 |
Statements
Universal contingent claims in a general market environment and multiplicative measures: examples and applications (English)
0 references
16 November 2005
0 references
Universal contingent claim
0 references
Multiplicative measure
0 references
Semilinear evolution equation for universal contingent claims
0 references
Market environment
0 references
Generators of a market environment
0 references
0 references
0.9713782668113708
0 references
0.7108647227287292
0 references
