No label defined (Q5746663)
From MaRDI portal
scientific article; zbMATH DE number 6256358
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 6256358 |
Statements
7 February 2014
0 references
static no-arbitrage pricing
0 references
Figlewski's option pricing formula
0 references
coherent risk measure
0 references
incomplete market
0 references
volatility smile
0 references
valuation functional
0 references
Carr-Geman-Madan pricing formula
0 references
