On the pricing of contingent claims under constraints (Q1814741): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 09:33, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the pricing of contingent claims under constraints |
scientific article |
Statements
On the pricing of contingent claims under constraints (English)
0 references
31 October 1996
0 references
European call options
0 references
arbitrage-free interval
0 references
Black-Scholes prices
0 references
