Robust valuation, arbitrage ambiguity and profit \& loss analysis
type: Item
instance of: scholarly article
title: Robust valuation, arbitrage ambiguity and profit \& loss analysis
zbMATH Open document ID: 1424.91143
published in: Journal of the Operations Research Society of China
publication date: 2018-08-10T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 60H30
zbMATH DE Number: 6915805
zbMATH Keywords: arbitrage
zbMATH Keywords: risk-neutral valuation
zbMATH Keywords: profit \& loss
zbMATH Keywords: overestimation
zbMATH Keywords: \(G\)-expectation
describes a project that uses: Dowd
author: Yuhong Xu
MaRDI profile type: Publication
full work available at URL: s40305-017-0181-3
OpenAlex ID: W2774845184
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DOI: 10.1007/S40305-017-0181-3
description: scientific article; zbMATH DE number 6915805