Vinzenz Bronzin’s Option Pricing Models

DOI10.1007/978-3-540-85711-2MaRDI QIDQ3544307zbMATH OpenOpenAlexFDO

Authors

Publication date 5 December 2008

Full work available at URL https://doi.org/10.1007/978-3-540-85711-2

zbMATH Keywords

expected utilityforward contractoption pricing modelactuarial mathematicsfinancial modelingpremium contract

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Applications of statistics to actuarial sciences and financial mathematics (62P05) History of mathematics in the 19th century (01A55) History of mathematics in the 20th century (01A60) History of game theory, economics, and finance (91-03) Microeconomic theory (price theory and economic markets) (91B24)

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Cited in

(3)

• Time averaging, ageing and delay analysis of financial time series
• Option pricing methods in the city of London during the late 19th century
• A spectral approach using fractional Jaiswal functions to solve the mixed time-fractional Black-Scholes European option pricing model with error analysis

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