Options prices in incomplete markets (Q4606385)
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scientific article; zbMATH DE number 6847882
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Options prices in incomplete markets |
scientific article; zbMATH DE number 6847882 |
Statements
Options Prices in Incomplete Markets (English)
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7 March 2018
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incomplete markets
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pay-off function
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convex function
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European call option
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price process
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Brownian motion
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0.8732200860977173
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0.8158214092254639
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