An approach of price process, risk measures and European option pricing taking into account the rating
Year of publication: |
2020
|
---|---|
Authors: | Tadmon, Calvin ; Njike-Tchaptchet, Eric Rostand |
Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 10.2020, 2, p. 306-333
|
Subject: | Economic Space | Economic Particle | Rating | Price Process | Risks Measures | Option Pricing | Optionspreistheorie | Option pricing theory | Risiko | Risk | Risikomaß | Risk measure | Messung | Measurement |
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