Calculation of the high and low prices of options by means of completion of the market (Q4244594)
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scientific article; zbMATH DE number 1293029
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Calculation of the high and low prices of options by means of completion of the market |
scientific article; zbMATH DE number 1293029 |
Statements
Calculation of the high and low prices of options by means of completion of the market (English)
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29 June 1999
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payoff prices
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European type options
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finite multinomial market
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minimal completion
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0.848831295967102
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0.790108323097229
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0.7872362732887268
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0.7779037952423096
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