Actuarial risk measures for financial derivative pricing (Q998266)
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scientific article; zbMATH DE number 5499580
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Actuarial risk measures for financial derivative pricing |
scientific article; zbMATH DE number 5499580 |
Statements
Actuarial risk measures for financial derivative pricing (English)
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28 January 2009
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derivative pricing
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incomplete markets
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stochastic ordering
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Esscher transform
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Girsanov's theorem
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comonotonicity
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equivalent martingale measure
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Feynman-Kac integration
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0.8001516461372375
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0.7722549438476562
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0.7511756420135498
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