A Nonstandard Approach to Option Pricing (Q4345916)

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scientific article; zbMATH DE number 1040330
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A Nonstandard Approach to Option Pricing
scientific article; zbMATH DE number 1040330

    Statements

    title
    A Nonstandard Approach to Option Pricing (English)
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    author
    Nigel J. Cutland
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    P. Ekkehard Kopp
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    Walter Willinger
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    publication date
    31 August 1997
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    zbMATH Keywords
    option pricing
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    nonstandard analysis
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    nonstandard probability theory
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    stochastic analysis
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    hyperfinite geometric random walk
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    geometric Brownian motion
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    cites work
    Q3742397
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    Q4040436
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    Q4121644
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    Q3760255
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    Identifiers

    zbMATH DE Number
    1040330
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    OpenAlex ID
    W2057647905
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