An actuarial approach to option pricing under the physical measure and without market assumptions (Q1265918): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q126311869 / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/s0167-6687(98)00013-4 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2018031533 / rank | |||
Normal rank | |||
Latest revision as of 11:27, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An actuarial approach to option pricing under the physical measure and without market assumptions |
scientific article |
Statements
An actuarial approach to option pricing under the physical measure and without market assumptions (English)
0 references
1998
0 references
American options
0 references
binomial model
0 references
European options
0 references
fair premium
0 references
Lévy processes
0 references
stochastic discounting
0 references
option pricing
0 references
Black and Scholes formula
0 references
