Super-replication in fully incomplete markets (Q4642729)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6873732
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Super-replication in fully incomplete markets |
scientific article; zbMATH DE number 6873732 |
Statements
Super‐replication in fully incomplete markets (English)
0 references
25 May 2018
0 references
martingale measures
0 references
stochastic volatility
0 references
super-replication
0 references
0.8355809450149536
0 references
0.8235283493995667
0 references
0.8057921528816223
0 references
0.8043388724327087
0 references
0.7913321256637573
0 references
