Non-uniqueness of option prices (Q921793): Difference between revisions
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Property / cites work: A note on immunization under a general stochastic equilibrium model of the term structure / rank | |||
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Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
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Property / cites work: Option pricing: A simplified approach / rank | |||
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Latest revision as of 11:32, 21 June 2024
scientific article
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English | Non-uniqueness of option prices |
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Non-uniqueness of option prices (English)
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1988
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Black-Scholes theory
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option pricing
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binomial model
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