A Course in Financial Calculus

DOI10.1017/CBO9780511810107zbMath1002.91025OpenAlexW3163904933WikidataQ60500194 ScholiaQ60500194MaRDI QIDQ3149634

Alison M. Etheridge

Publication date: 26 September 2002

Full work available at URL: https://doi.org/10.1017/cbo9780511810107

zbMATH Keywords

Brownian motionmartingalesstochastic volatilityAmerican optionsBlack-Scholes modelarbitrage pricingstochastic integralsAsian optionsEuropean optionsbarrier optionslookback optionsmultistage optionsstock price models with jumps

Mathematics Subject Classification ID

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