On pricing of market-indexed certificates of deposit (Q1123103): Difference between revisions
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| Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
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| Property / cites work: On the use of semimartingales and stochastic integrals to model continuous trading / rank | |||
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| Property / cites work: Martingales and arbitrage in multiperiod securities markets / rank | |||
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| Property / cites work: Martingales and stochastic integrals in the theory of continuous trading / rank | |||
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| Property / cites work: A stochastic calculus model of continuous trading: Complete markets / rank | |||
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| Property / cites work: Integral representation in the theory of continuous trading / rank | |||
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Latest revision as of 09:58, 20 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On pricing of market-indexed certificates of deposit |
scientific article |
Statements
On pricing of market-indexed certificates of deposit (English)
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1989
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arbitrage pricing
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contingent claim, Itô's formula
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martingale
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trading strategy
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financial economics
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market-indexed certificate of deposite
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stock index
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market method
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continuous trading
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