On the Stability of Prices of Contingent Claims in Incomplete Models Under Statistical Estimations (Q2904891)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Stability of Prices of Contingent Claims in Incomplete Models Under Statistical Estimations |
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On the Stability of Prices of Contingent Claims in Incomplete Models Under Statistical Estimations (English)
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24 August 2012
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stability
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call/put option price
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incomplete model
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minimal entropy martingale measure
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Esscher measure
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\(f^{q}\)-martingale measure
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