The Dynamic<i>q</i>-Valuation of a Contingent Claim in a Continuous Market Model (Q3611811)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Dynamic<i>q</i>-Valuation of a Contingent Claim in a Continuous Market Model |
scientific article |
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The Dynamic<i>q</i>-Valuation of a Contingent Claim in a Continuous Market Model (English)
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3 March 2009
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backward semimartingale equation (BSE)
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convex risk valuation
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\(p\)-optimal martingale measure
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\(q\)-valuation
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