On the range of options prices (Q1367702)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1069652
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the range of options prices |
scientific article; zbMATH DE number 1069652 |
Statements
On the range of options prices (English)
0 references
4 June 1998
0 references
contingent claim valuation
0 references
incomplete model
0 references
purely discontinuous process
0 references
martingale measures
0 references
valuation of an option
0 references
European call option
0 references
0.8732200860977173
0 references
0.7614275813102722
0 references
0.7606823444366455
0 references
