An actuarial approach to option pricing under the physical measure and without market assumptions (Q1265918): Difference between revisions

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Latest revision as of 16:14, 28 May 2024

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An actuarial approach to option pricing under the physical measure and without market assumptions
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    An actuarial approach to option pricing under the physical measure and without market assumptions (English)
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    1998
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    American options
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    binomial model
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    European options
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    fair premium
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    Lévy processes
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    stochastic discounting
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    option pricing
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    Black and Scholes formula
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