Non-uniqueness of option prices
From MaRDI portal
Publication:921793
DOI10.1016/0167-6687(88)90098-4zbMath0709.62504OpenAlexW2073653340MaRDI QIDQ921793
Hans U. Gerber, Elias S. W. Shiu
Publication date: 1988
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(88)90098-4
Applications of statistics to actuarial sciences and financial mathematics (62P05) Derivative securities (option pricing, hedging, etc.) (91G20)
Related Items
Option pricing methods: an overview ⋮ Stochastic models for bond prices, function space integrals and immunization theory
Cites Work