On the arbitrage price of European call options (Q2976121)
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scientific article; zbMATH DE number 6705610
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On the arbitrage price of European call options |
scientific article; zbMATH DE number 6705610 |
Statements
On the arbitrage price of European call options (English)
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13 April 2017
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European call options
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arbitrage price
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martingales
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supermartingales
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0.7918574213981628
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0.7469058632850647
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0.7440360188484192
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0.7419052124023438
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