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Noncommutative valuation of options - MaRDI portal

Noncommutative valuation of options (Q1744703)

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scientific article; zbMATH DE number 6861755
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Noncommutative valuation of options
scientific article; zbMATH DE number 6861755

    Statements

    Noncommutative valuation of options (English)
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    19 April 2018
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    noncommutative probability
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    involutive algebras
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    stock markets
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    trading strategies
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    hedging contingent claims
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    asset pricing
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