An Explicit Formula for Option Pricing in Discrete Incomplete Markets (Q4216115): Difference between revisions
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| Property / cites work: Pricing Risky Options Simply / rank | |||
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| Property / cites work: The Black-Scholes option pricing problem in mathematical finance: generalization and extensions for a large class of stochastic processes / rank | |||
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| Property / cites work: On Quadratic Cost Criteria for Option Hedging / rank | |||
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| Property / cites work: Approximating random variables by stochastic integrals / rank | |||
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Latest revision as of 16:58, 28 May 2024
scientific article; zbMATH DE number 1213266
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Explicit Formula for Option Pricing in Discrete Incomplete Markets |
scientific article; zbMATH DE number 1213266 |
Statements
An Explicit Formula for Option Pricing in Discrete Incomplete Markets (English)
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28 December 1998
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pricing of European call option
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