Pricing Without Equivalent Martingale Measures Under Complete and Incomplete Observation (Q3000879)
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scientific article; zbMATH DE number 5901436
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| English | Pricing Without Equivalent Martingale Measures Under Complete and Incomplete Observation |
scientific article; zbMATH DE number 5901436 |
Statements
Pricing Without Equivalent Martingale Measures Under Complete and Incomplete Observation (English)
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31 May 2011
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pricing theory
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no equivalent martingale measure
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superreplication
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benchmark approach
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incomplete observation
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0.8866155
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0.87074244
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0.86854297
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0.86835945
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0.86833155
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0.86421204
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