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scientific article; zbMATH DE number 1855777
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scientific article; zbMATH DE number 1855777

    Statements

    author
    Pablo Koch-Medina
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    Sandro Merino
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    publication date
    20 January 2003
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    Mathematics Subject Classification ID
    60-01
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    91-01
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    91Gxx
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    zbMATH DE Number
    1855777
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    zbMATH Keywords
    mathematical finance
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    arbitrage
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    derivative securities
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    options
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    pricing
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    hedging
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    European claim
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    American claim
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    probability theory
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    discrete time
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