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zbMath1201.60013MaRDI QIDQ3567514

Ilya S. Molchanov

Publication date: 17 June 2010

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

transaction costs random sets risk measures option prices

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Financial applications of other theories (91G80)

Related Items (2)

Bootstrap confidence sets for the Aumann mean of a random closed set ⋮ Random sets lotteries and decision theory

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