American call option with stochastic market model

zbMATH Open1159.91387MaRDI QIDQ3436680FDOQ3436680

Ming Jian, Wenlei Chen

Publication date: 11 May 2007

Mathematics Subject Classification ID

Cited In (3)

• Title not available (Why is that?)
• Applications of the martingale method in pricing of contingent claims
• Calculation of the cost of one American-type option

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