Super-replication price: it can be ok (Q4615501): Difference between revisions

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Revision as of 23:46, 17 July 2024

scientific article; zbMATH DE number 7007409
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English
Super-replication price: it can be ok
scientific article; zbMATH DE number 7007409

    Statements

    Super-replication price: it can be ok (English)
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    29 January 2019
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    discrete-time financial model
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    super-replication problem
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    Cox-Ross-Rubinstein model
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    European contingent claim
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    Identifiers