On the pricing of contingent claims under constraints (Q1814741)

From MaRDI portal
Revision as of 14:29, 24 May 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
On the pricing of contingent claims under constraints
scientific article

    Statements

    title
    On the pricing of contingent claims under constraints (English)
    0 references
    author
    S. G. Kou
    0 references
    Ioannis Karatzas
    0 references
    publication date
    31 October 1996
    0 references
    zbMATH Keywords
    European call options
    0 references
    arbitrage-free interval
    0 references
    Black-Scholes prices
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91G20
    0 references
    60H30
    0 references
    93E20
    0 references
    60G44
    0 references
    91B16
    0 references
    91B62
    0 references
    49N15
    0 references
    91B24
    0 references
    zbMATH DE Number
    940684
    0 references
    OpenAlex ID
    W2093416580
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1814741&oldid=34169426"
    Powered by MediaWiki