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COHERENT ACCEPTABILITY MEASURES IN MULTIPERIOD MODELS - MaRDI portal

COHERENT ACCEPTABILITY MEASURES IN MULTIPERIOD MODELS (Q5700133)

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scientific article; zbMATH DE number 2218867
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English
COHERENT ACCEPTABILITY MEASURES IN MULTIPERIOD MODELS
scientific article; zbMATH DE number 2218867

    Statements

    title
    COHERENT ACCEPTABILITY MEASURES IN MULTIPERIOD MODELS (English)
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    author
    Berend Roorda
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    Johannes M. Schumacher
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    publication date
    27 October 2005
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    zbMATH Keywords
    dynamic consistency
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    robustness
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    option pricing
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    incomplete markets
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    91G20
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    60G44
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    zbMATH DE Number
    2218867
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    OpenAlex ID
    W3123094732
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