An Explicit Formula for Option Pricing in Discrete Incomplete Markets (Q4216115)
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scientific article; zbMATH DE number 1213266
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Explicit Formula for Option Pricing in Discrete Incomplete Markets |
scientific article; zbMATH DE number 1213266 |
Statements
An Explicit Formula for Option Pricing in Discrete Incomplete Markets (English)
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28 December 1998
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pricing of European call option
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