An actuarial approach to option pricing under the physical measure and without market assumptions (Q1265918): Difference between revisions
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Revision as of 03:45, 5 March 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)
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1998
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American options
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binomial model
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European options
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fair premium
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Lévy processes
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stochastic discounting
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option pricing
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Black and Scholes formula
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