Noncommutative valuation of options
type: Item
instance of: scholarly article
title: Noncommutative valuation of options
zbMATH Open document ID: 1386.91182
DOI: 10.1016/S0034-4877(17)30015-0
author: Estanislao Herscovich
published in: Reports on Mathematical Physics
publication date: 2018-04-19T00:00:00Z
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 46L53
Mathematics Subject Classification ID: 91B25
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 6861755
zbMATH Keywords: noncommutative probability
zbMATH Keywords: involutive algebras
zbMATH Keywords: stock markets
zbMATH Keywords: trading strategies
zbMATH Keywords: hedging contingent claims
zbMATH Keywords: asset pricing
MaRDI profile type: Publication
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full work available at URL: s0034-4877(17)30015-0
OpenAlex ID: W2590582464
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description: scientific article; zbMATH DE number 6861755