COHERENT RISK MEASURES FOR DERIVATIVES UNDER BLACK–SCHOLES ECONOMY (Q3523604)
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scientific article; zbMATH DE number 5320151
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | COHERENT RISK MEASURES FOR DERIVATIVES UNDER BLACK–SCHOLES ECONOMY |
scientific article; zbMATH DE number 5320151 |
Statements
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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0.9195152
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0.9060664
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0.8998775
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0.8982322
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0.89723396
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0.8969908
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