Option pricing and stochastic optimization (Q6193474)
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scientific article; zbMATH DE number 7819633
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing and stochastic optimization |
scientific article; zbMATH DE number 7819633 |
Statements
Option pricing and stochastic optimization (English)
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16 March 2024
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European option
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payoff function
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value-at-risk
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