Gain-loss pricing under ambiguity of measure (Q5189212)
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scientific article; zbMATH DE number 5678716
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gain-loss pricing under ambiguity of measure |
scientific article; zbMATH DE number 5678716 |
Statements
Gain-loss pricing under ambiguity of measure (English)
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9 March 2010
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contingent claim
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pricing
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gain-loss ratio
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hedging
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martingales
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stochastic programming
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risk measures
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