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G-Doob-Meyer Decomposition and its Application in Bid-Ask Pricing for American Contingent Claim Under Knightian Uncertainty

Fuente: arXiv

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Dettagli Bibliografici
Autore principale:	Chen, Wei
Natura:	Preprint
Pubblicazione:	2013
Soggetti:	Probability Pricing of Securities 60G40, 91G80, 60H30
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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