Changes of numéraire, changes of probability measure and option pricing (Q4842819)
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scientific article; zbMATH DE number 786298
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Changes of numéraire, changes of probability measure and option pricing |
scientific article; zbMATH DE number 786298 |
Statements
Changes of numéraire, changes of probability measure and option pricing (English)
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17 January 1996
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option pricing
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martingales
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hedging portfolio
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forward volatility
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prices of contingent claims
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0.90714216
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0.90090907
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0.8810785
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0.87121326
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0.8704612
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0.8641731
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