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scientific article; zbMATH DE number 6256358 - MaRDI portal

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Publication:5746663

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zbMath1280.91170MaRDI QIDQ5746663

Intae Jeon, Cheol-Ung Park

Publication date: 7 February 2014

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

zbMATH Keywords

incomplete market volatility smile coherent risk measure valuation functional Carr-Geman-Madan pricing formula Figlewski's option pricing formula static no-arbitrage pricing

Mathematics Subject Classification ID

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

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