On one problem of European option pricing
From MaRDI portal
Recommendations
Cited in
(22)- On the pricing of options written on the last exit time
- The European option with hereditary price structures
- Variations of the Cox-Ross-Rubinstein model -- conservative pricing strategies
- Convergence of reward functionals in a reselling model for a European option
- Binomial options pricing has no closed-form solution
- Option pricing formulas under a change of numèraire
- On a fair price of the European option
- On the simulation of the American option pricing process
- An Explicit Formula for Option Pricing in Discrete Incomplete Markets
- Calculation of the high and low prices of European-type options
- Calculation of the high and low prices of options by means of completion of the market
- scientific article; zbMATH DE number 1304135 (Why is no real title available?)
- On a fair price of an option of European type
- On option pricing in the multidimensional Cox-Ross-Rubinstein model
- scientific article; zbMATH DE number 1989781 (Why is no real title available?)
- scientific article; zbMATH DE number 1865402 (Why is no real title available?)
- scientific article; zbMATH DE number 1905102 (Why is no real title available?)
- Nonexpansive maps and option pricing theory
- Minimum variance hedging in a model with jumps at Poisson random times
- On reselling of European option
- Exotic European options with restrictions on the payoffs
- Option pricing: examples and open problems
This page was built for publication: On one problem of European option pricing
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4913141)
