On a new approach to calculating expectations for option pricing (Q4804742)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On a new approach to calculating expectations for option pricing |
scientific article; zbMATH DE number 1902510
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a new approach to calculating expectations for option pricing |
scientific article; zbMATH DE number 1902510 |
Statements
On a new approach to calculating expectations for option pricing (English)
0 references
27 July 2003
0 references
option pricing
0 references
barrier option
0 references
moment generating functions
0 references
change of measure
0 references
