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scientific article; zbMATH DE number 5852050
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| English | No label defined |
scientific article; zbMATH DE number 5852050 |
Statements
16 February 2011
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exotic option pricing
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Black-Scholes economy
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fundamental theorem of asset pricing
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equivalent martingale measure
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Gaussian random variable
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Brownian motion
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stochastic differential equation
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Itô calculus
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Mellin transform
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method of images
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stock price
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bond
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binary option
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rainbow option
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barrier option
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lookback option
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Asian option
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binomial tree-based pricing
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0.90925694
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0.8800156
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0.8700524
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0.8688792
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0.8628325
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