Universal contingent claims and valuation multiplicative measures with examples and applications (Q943714)
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scientific article; zbMATH DE number 5324021
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| English | Universal contingent claims and valuation multiplicative measures with examples and applications |
scientific article; zbMATH DE number 5324021 |
Statements
Universal contingent claims and valuation multiplicative measures with examples and applications (English)
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10 September 2008
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universal contingent claim
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multiplicative measure
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semilinear evolution equation for universal contingent claims
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market environment
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generators of a market environment
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eigenclaim
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0.9713782668113708
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0.7123288512229919
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