Actuarial risk measures for financial derivative pricing (Q998266)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Actuarial risk measures for financial derivative pricing |
scientific article; zbMATH DE number 5499580
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Actuarial risk measures for financial derivative pricing |
scientific article; zbMATH DE number 5499580 |
Statements
Actuarial risk measures for financial derivative pricing (English)
0 references
28 January 2009
0 references
derivative pricing
0 references
incomplete markets
0 references
stochastic ordering
0 references
Esscher transform
0 references
Girsanov's theorem
0 references
comonotonicity
0 references
equivalent martingale measure
0 references
Feynman-Kac integration
0 references
