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

MaRDI QIDQ3178401zbMATH OpenFDO

Authors Bruno Bouchard, Jean-Francois Chassagneux

Publication date 12 July 2016

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)

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Cited in

(3)

• Risk-neutral valuation: Pricing and hedging of financial derivatives
• When terminal facelift enforces delta constraints
• scientific article; zbMATH DE number 5170970 (Why is no real title available?)

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