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zbMath1060.91068MaRDI QIDQ3160515

Eckhard Platen

Publication date: 9 February 2005

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

financial market benchmarked fair derivative prices

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (2)

A fair pricing approach to weather derivatives ⋮ A benchmark approach to filtering in finance

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