The sustainable Black-Scholes equations (Q1622632)
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scientific article; zbMATH DE number 6981386
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The sustainable Black-Scholes equations |
scientific article; zbMATH DE number 6981386 |
Statements
The sustainable Black-Scholes equations (English)
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19 November 2018
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market incompleteness
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cost of capital (KVA)
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cost of funding (FVA)
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model risk
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volatility uncertainty
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optimal martingale transport
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0.87588346
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0.8718037
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0.86964524
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0.8611613
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0.8563283
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