A martingale approach to premium calculation principles in an arbitrage free market (Q758074)
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scientific article; zbMATH DE number 4195002
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| English | A martingale approach to premium calculation principles in an arbitrage free market |
scientific article; zbMATH DE number 4195002 |
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A martingale approach to premium calculation principles in an arbitrage free market (English)
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1989
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risk neutral probability distribution
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predictable process
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progressively equivalent probability distributions
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arbitrage free model
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martingale equivalent probability distributions
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compound Poisson process
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premium calculation principles
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0.7954416275024414
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0.7828635573387146
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0.7737023830413818
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0.7616074681282043
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0.743852436542511
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