Valuation of derivative products. From fundamental theorems to coverage under risk constraint

zbMATH Open1341.91002MaRDI QIDQ3178401FDOQ3178401

Authors: Bruno Bouchard, Jean-Francois Chassagneux 

Publication date: 12 July 2016

Recommendations

• Fundamentals and advanced techniques in derivatives hedging. Translated from the French
• Arbitrage pricing of financial assets
• scientific article; zbMATH DE number 5651614
• Financial derivatives modeling
• Financial Derivatives in Theory and Practice

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Portfolio theory (91G10) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Financial applications of other theories (91G80)

Cited In (3)

• Risk-neutral valuation: Pricing and hedging of financial derivatives
• Title not available (Why is that?)
• When terminal facelift enforces delta constraints

This page was built for publication: Valuation of derivative products. From fundamental theorems to coverage under risk constraint

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3178401)