Option Pricing in Discrete-Time Incomplete Market Models (Q2707152): Difference between revisions
From MaRDI portal
Changed an Item |
Set OpenAlex properties. |
||
(One intermediate revision by one other user not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1111/1467-9965.00096 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1989078713 / rank | |||
Normal rank |
Latest revision as of 21:46, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Option Pricing in Discrete-Time Incomplete Market Models |
scientific article |
Statements
Option Pricing in Discrete-Time Incomplete Market Models (English)
0 references
29 March 2001
0 references
martingale measure
0 references
hedging
0 references
transaction costs
0 references
utility function
0 references