Approximations and asymptotics of upper hedging prices in multinomial models (Q692029)
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scientific article
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| English | Approximations and asymptotics of upper hedging prices in multinomial models |
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Approximations and asymptotics of upper hedging prices in multinomial models (English)
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4 December 2012
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Black-Scholes-Barenblatt equation
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contingent claim
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Cox-Ross-Rubinstein formula
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incomplete market
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stochastic control
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trinomial model
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0.8194635510444641
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0.7961270809173584
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0.7612267136573792
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0.7600008845329285
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