Pricing and hedging in a single period market with random interval valued assets (Q2353953)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing and hedging in a single period market with random interval valued assets |
scientific article |
Statements
Pricing and hedging in a single period market with random interval valued assets (English)
0 references
10 July 2015
0 references
robust arbitrage
0 references
risk-neutral pricing measure
0 references
robust replicative strategy
0 references
random interval
0 references
0 references
0 references
