Option Pricing (Q3646973)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Option Pricing
scientific article

    Statements

    Option Pricing (English)
    0 references
    0 references
    27 November 2009
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    option pricing
    0 references
    relative pricing
    0 references
    fundamental theorem of asset pricing (FTAP)
    0 references
    martingale
    0 references
    superreplication
    0 references
    individual perspective
    0 references
    quadratic hedging
    0 references
    utility indifference pricing
    0 references
    0 references