A PDE approach to risk measures of derivatives
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Publication:4541597
DOI10.1080/13504860110045741zbMath1013.91060OpenAlexW2141911099MaRDI QIDQ4541597
Publication date: 5 September 2002
Published in: Applied Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/13504860110045741
American optionstransaction costscoherent risk measuressubjective probability measuresphysical probability measure
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