Approximations and asymptotics of upper hedging prices in multinomial models (Q692029): Difference between revisions
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Revision as of 16:06, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximations and asymptotics of upper hedging prices in multinomial models |
scientific article |
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Approximations and asymptotics of upper hedging prices in multinomial models (English)
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4 December 2012
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Black-Scholes-Barenblatt equation
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contingent claim
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Cox-Ross-Rubinstein formula
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incomplete market
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stochastic control
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trinomial model
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