On a new approach to calculating expectations for option pricing (Q4804742): Difference between revisions
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| Property / DOI: 10.1239/jap/1037816027 / rank | |||
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| Property / author: Konstantin A. Borovkov / rank | |||
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| Property / author: Q222035 / rank | |||
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| Property / author: Konstantin A. Borovkov / rank | |||
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| Property / author: Alexander Novikov / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.1239/jap/1037816027 / rank | |||
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| Property / OpenAlex ID: W2036835272 / rank | |||
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| Property / DOI: 10.1239/JAP/1037816027 / rank | |||
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Latest revision as of 15:14, 30 December 2024
scientific article; zbMATH DE number 1902510
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a new approach to calculating expectations for option pricing |
scientific article; zbMATH DE number 1902510 |
Statements
On a new approach to calculating expectations for option pricing (English)
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27 July 2003
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option pricing
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barrier option
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moment generating functions
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change of measure
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