Approximations and asymptotics of upper hedging prices in multinomial models (Q692029): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 10:33, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximations and asymptotics of upper hedging prices in multinomial models |
scientific article |
Statements
Approximations and asymptotics of upper hedging prices in multinomial models (English)
0 references
4 December 2012
0 references
Black-Scholes-Barenblatt equation
0 references
contingent claim
0 references
Cox-Ross-Rubinstein formula
0 references
incomplete market
0 references
stochastic control
0 references
trinomial model
0 references
