Pricing of contingent claims in large markets (Q6659481)
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scientific article; zbMATH DE number 7963954
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| English | Pricing of contingent claims in large markets |
scientific article; zbMATH DE number 7963954 |
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Pricing of contingent claims in large markets (English)
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9 January 2025
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infinite-dimensional stochastic control
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large market
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indifference pricing
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fair pricing
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Davis pricing
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utility-based pricing
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arbitrage-free pricing
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asymptotic replicability
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duality theory
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semimartingale
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incomplete market
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0.8417750597000122
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0.8270943760871887
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0.8212440013885498
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0.8106191158294678
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0.8009732961654663
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