On the option pricing for a generalization of the binomial model (Q1586594): 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: Q4905685 / rank | |||
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| Property / cites work: Option pricing: A simplified approach / rank | |||
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| Property / cites work: Q4845597 / rank | |||
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| Property / full work available at URL: https://doi.org/10.1007/bf02674086 / rank | |||
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| Property / OpenAlex ID: W2017149990 / rank | |||
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Latest revision as of 11:13, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the option pricing for a generalization of the binomial model |
scientific article |
Statements
On the option pricing for a generalization of the binomial model (English)
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13 August 2003
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option pricing
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stock prices
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hedging strategy
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European call option
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