Optimal trading of stock options under alternative strategy
From MaRDI portal
Publication:1206118
DOI10.1016/0898-1221(92)90237-CzbMath0782.90006OpenAlexW2092428451MaRDI QIDQ1206118
Publication date: 1 April 1993
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0898-1221(92)90237-c
Cites Work
- The Pricing of Options and Corporate Liabilities
- On the pricing of American options
- Martingales and arbitrage in multiperiod securities markets
- Martingales and stochastic integrals in the theory of continuous trading
- The joint density of the maximum and its location for a Wiener process with drift
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