scientific article; zbMATH DE number 5855922

MaRDI QIDQ3077832zbMATHFDO

Authors M. S. Pupashenko, A. Kukush

Publication date 22 February 2011

zbMATH Keywords

arbitrageoptimal stopping domainoption market price

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Stopping times; optimal stopping problems; gambling theory (60G40)

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Cited in

(3)

• Convergence of reward functionals in a reselling model for a European option
• On the arbitrage price of European call options
• On reselling of European option

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