Robust valuation, arbitrage ambiguity and profit \& loss analysis (Q1655920)
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scientific article; zbMATH DE number 6915805
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust valuation, arbitrage ambiguity and profit \& loss analysis |
scientific article; zbMATH DE number 6915805 |
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Robust valuation, arbitrage ambiguity and profit \& loss analysis (English)
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10 August 2018
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arbitrage
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risk-neutral valuation
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profit \& loss
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overestimation
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\(G\)-expectation
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