Pricing and hedging with globally and instantaneously vanishing risk (Q3519374)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing and hedging with globally and instantaneously vanishing risk |
scientific article |
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Pricing and hedging with globally and instantaneously vanishing risk (English)
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14 August 2008
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optimal hedging
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pricing of non-attainable claims
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incomplete markets
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coherent risk measures
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\(\Delta\)-hedging
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market risk
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BSDE
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\(g\)-expectation
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generalized Black-Scholes equation
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option pricing
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robust martingale representation
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