scientific article
From MaRDI portal
Publication:3504635
zbMath1211.91129MaRDI QIDQ3504635
Publication date: 11 June 2008
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items (5)
Implications of parameter uncertainty on option prices ⋮ Robust pricing and hedging of double no-touch options ⋮ Additive portfolio improvement and utility-efficient payoffs ⋮ Parametric Estimation of Risk Neutral Density Functions ⋮ Arbitrage and duality in nondominated discrete-time models
This page was built for publication:
