COHERENT RISK MEASURES FOR DERIVATIVES UNDER BLACK–SCHOLES ECONOMY (Q3523604)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | COHERENT RISK MEASURES FOR DERIVATIVES UNDER BLACK–SCHOLES ECONOMY |
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COHERENT RISK MEASURES FOR DERIVATIVES UNDER BLACK–SCHOLES ECONOMY (English)
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3 September 2008
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coherent risk measure
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Black--Scholes model
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risk-neutral probability measure
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physical probability measure
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subjective probability measures
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