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scientific article; zbMATH DE number 947803
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| English | No label defined |
scientific article; zbMATH DE number 947803 |
Statements
20 November 1996
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pricing
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financial derivatives
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asset prices
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Ito processes
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derivative markets
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arbitrage
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binomial tree
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Cox-Ross-Rubinstein model
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filtrations
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martingales
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previsible processes
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martingale representation theorem
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self-financing strategy
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Brownian motion
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Ito calculus
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Girsanov theorem
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Black-Scholes model
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discounted stock price process
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market securities
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interest rate market
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Heath-Jarrow-Morton framework
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stochastic calculus
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invariance of prices
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financial mathematics
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0.8604181408882141
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