On option pricing in the multidimensional Cox-Ross-Rubinstein model (Q4386250)
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scientific article; zbMATH DE number 1146156
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| English | On option pricing in the multidimensional Cox-Ross-Rubinstein model |
scientific article; zbMATH DE number 1146156 |
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On option pricing in the multidimensional Cox-Ross-Rubinstein model (English)
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26 April 1998
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option pricing
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contingent claim
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self-financing strategies
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super-hedging
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0.8152003884315491
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0.7997885942459106
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