From the equivalence principle to market consistent valuation
type: Item
instance of: scholarly article
title: From the equivalence principle to market consistent valuation
zbMATH Open document ID: 1237.91130
author: Thomas Knispel
author: Gerhard Stahl
author: Stefan Weber
published in: Jahresbericht der Deutschen Mathematiker-Vereinigung (DMV)
publication date: 2011-10-25T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 91B25
zbMATH DE Number: 5963641
zbMATH Keywords: actuarial equivalence principle
zbMATH Keywords: fundamental theorems of asset pricing
zbMATH Keywords: market consistent valuation
zbMATH Keywords: risk measures
MaRDI profile type: Publication
full work available at URL: s13291-011-0022-y
OpenAlex ID: W1989801186
DOI: 10.1365/S13291-011-0022-Y
description: scientific article; zbMATH DE number 5963641