scientific article; zbMATH DE number 1897415

zbMath1057.91042MaRDI QIDQ4802410

Yoshio Miyahara, Alexander Novikov

Publication date: 27 April 2003

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

zbMATH Keywords

pricing derivativesminimal relative entropy

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (1)

On the Stability of Prices of Contingent Claims in Incomplete Models Under Statistical Estimations

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