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Latest revision as of 09:34, 5 March 2024

scientific article
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scientific article

    Statements

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    16 February 2011
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    exotic option pricing
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    Black-Scholes economy
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    fundamental theorem of asset pricing
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    equivalent martingale measure
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    Gaussian random variable
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    Brownian motion
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    stochastic differential equation
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    Itô calculus
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    Mellin transform
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    method of images
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    stock price
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    bond
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    binary option
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    rainbow option
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    barrier option
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    lookback option
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    Asian option
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    binomial tree-based pricing
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