Pricing exotic options in the incomplete market: an imprecise probability method (Q6580712)
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scientific article; zbMATH DE number 7888926
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing exotic options in the incomplete market: an imprecise probability method |
scientific article; zbMATH DE number 7888926 |
Statements
Pricing exotic options in the incomplete market: an imprecise probability method (English)
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29 July 2024
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exotic option
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imprecise probability
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incomplete market
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nonparametric predictive inference
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uncertainty
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