MARGIN TRADING THROUGH HYPER TIMELINE

DOI10.1142/S0219024907004470zbMath1140.91367OpenAlexW2057096091MaRDI QIDQ3502979

Siu-Ah Ng

Publication date: 20 May 2008

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219024907004470

zbMATH Keywords

option pricingnonstandard analysisinfinitesimalCatalan numbershyperrealhypermodelmargin trading

Mathematics Subject Classification ID

Exact enumeration problems, generating functions (05A15) Auctions, bargaining, bidding and selling, and other market models (91B26) Portfolio theory (91G10)

Cites Work

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• Catalan numbers, their generalization, and their uses
• A Nonstandard Approach to Option Pricing
• AN INFINITESIMAL ANALYSIS OF THE STOP-LOSS-START-GAIN STRATEGY

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