scientific article; zbMATH DE number 897224

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Publication:4884622

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zbMath0849.90013MaRDI QIDQ4884622

Rajeeva L. Karandikar, Svetlozar T. Rachev

Publication date: 4 September 1996

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

survey call valuation discrete- and continuous-time option pricing generalized binomial model

Mathematics Subject Classification ID

Economic growth models (91B62) Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (6)

Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis ⋮ Properties of multinomial lattices with cumulants for option pricing and hedging ⋮ Optimization of stock trading with additional information by limit order book ⋮ Non-ideal Brownian motion, generalized Langevin equation and its application to the security market ⋮ Maximum likelihood estimation of stable Paretian models. ⋮ Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence

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