The information premium on a finite probability space
type: Item
instance of: scholarly article
title: The information premium on a finite probability space
zbMATH Open document ID: 1545.91309
DOI: 10.35834/2024/3601068
author: Jake Koerner
author: Joo Seung Lee
author: Oleksii Mostovyi
published in: Missouri Journal of Mathematical Sciences
publication date: 2024-08-12T00:00:00Z
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 7895248
zbMATH Keywords: fair pricing
zbMATH Keywords: asymmetric information
zbMATH Keywords: information premium
zbMATH Keywords: Föllmer-Schweizer decomposition
zbMATH Keywords: stability
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 7895248