Option pricing methods: an overview
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Publication:1116873
DOI10.1016/0167-6687(88)90071-6zbMath0665.90009MaRDI QIDQ1116873
Publication date: 1988
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(88)90071-6
option pricing; diffusion process; arbitrage; market imperfections; binomial process; dividends; mimicking; option bounds; discrete and continuous trading; first stochastic dominance; risk-neutral valuation relationship
91-02: Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance
91G20: Derivative securities (option pricing, hedging, etc.)
Related Items
Cites Work
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