A Nonstandard Approach to Option Pricing (Q4345916): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/j.1467-9965.1991.tb00017.x / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2057647905 / rank | |||
Normal rank | |||
Revision as of 00:32, 20 March 2024
scientific article; zbMATH DE number 1040330
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Nonstandard Approach to Option Pricing |
scientific article; zbMATH DE number 1040330 |
Statements
A Nonstandard Approach to Option Pricing (English)
0 references
31 August 1997
0 references
option pricing
0 references
nonstandard analysis
0 references
nonstandard probability theory
0 references
stochastic analysis
0 references
hyperfinite geometric random walk
0 references
geometric Brownian motion
0 references
