INDIFFERENCE PRICING FOR CONTINGENT CLAIMS: LARGE DEVIATIONS EFFECTS (Q4635044)
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scientific article; zbMATH DE number 6859727
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | INDIFFERENCE PRICING FOR CONTINGENT CLAIMS: LARGE DEVIATIONS EFFECTS |
scientific article; zbMATH DE number 6859727 |
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INDIFFERENCE PRICING FOR CONTINGENT CLAIMS: LARGE DEVIATIONS EFFECTS (English)
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13 April 2018
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indifference price
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large deviations theory
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optimal positions
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vanishing hedging error
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incomplete market
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