A PDE approach to risk measures of derivatives (Q4541597)
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scientific article; zbMATH DE number 1771986
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A PDE approach to risk measures of derivatives |
scientific article; zbMATH DE number 1771986 |
Statements
A PDE approach to risk measures of derivatives (English)
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5 September 2002
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coherent risk measures
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American options
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physical probability measure
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subjective probability measures
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transaction costs
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