PRICING OPTIONS FROM THE POINT OF VIEW OF A TRADER (Q5386315)
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scientific article; zbMATH DE number 5274471
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PRICING OPTIONS FROM THE POINT OF VIEW OF A TRADER |
scientific article; zbMATH DE number 5274471 |
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PRICING OPTIONS FROM THE POINT OF VIEW OF A TRADER (English)
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14 May 2008
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stochastic volatility
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incomplete markets
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relative indifference
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pricing
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risk management
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indifference hedge
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Vega
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Volga
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Vanna
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