Option Pricing

DOI10.1007/978-3-540-71297-8_26zbMath1178.91197OpenAlexW4233312477MaRDI QIDQ3646973

Jan Kallsen

Publication date: 27 November 2009

Published in: Handbook of Financial Time Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-71297-8_26

zbMATH Keywords

superreplicationoption pricingmartingaleutility indifference pricingquadratic hedgingfundamental theorem of asset pricing (FTAP)individual perspectiverelative pricing

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20)

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