Pricing Risky Options Simply (Q4216097): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: The Black-Scholes option pricing problem in mathematical finance: generalization and extensions for a large class of stochastic processes / rank | |||
Normal rank | |||
Latest revision as of 16:57, 28 May 2024
scientific article; zbMATH DE number 1213253
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing Risky Options Simply |
scientific article; zbMATH DE number 1213253 |
Statements
Pricing Risky Options Simply (English)
0 references
22 November 1998
0 references
pseudo-Markov process
0 references
option pricing
0 references
heding
0 references
Black-Scholes
0 references
Polish options
0 references
