Valuation functionals and static no arbitrage option pricing formulas (Q5746663)
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 6256358
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Valuation functionals and static no arbitrage option pricing formulas |
scientific article; zbMATH DE number 6256358 |
Statements
7 February 2014
0 references
static no-arbitrage pricing
0 references
Figlewski's option pricing formula
0 references
coherent risk measure
0 references
incomplete market
0 references
volatility smile
0 references
valuation functional
0 references
Carr-Geman-Madan pricing formula
0 references
0.7605535387992859
0 references
0.7604289650917053
0 references
0.7559947371482849
0 references
0.7506507635116577
0 references
