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Corrections to the Prices of Derivatives due to Market Incompleteness - MaRDI portal

Corrections to the Prices of Derivatives due to Market Incompleteness (Q3004481)

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English
Corrections to the Prices of Derivatives due to Market Incompleteness
scientific article

    Statements

    title
    Corrections to the Prices of Derivatives due to Market Incompleteness (English)
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    author
    David German
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    publication date
    3 June 2011
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    zbMATH Keywords
    price corrections
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    risk tolerance
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    stochastic volatility
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    basis risk
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    credit risk
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    91G10
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    91G40
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    91B24
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    zbMATH DE Number
    5903443
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