Valeur maximale d'un droit d'option a prix ferme

DOI10.1007/BF02088767zbMATH Open0597.90017OpenAlexW2052830798MaRDI QIDQ3731335FDOQ3731335

Authors: Max Pinhas 

Publication date: 1985

Published in: Rivista di Matematica per le Scienze Economiche e Sociali (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02088767

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zbMATH Keywords

diffusion processmaximal valuefixed price option right

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

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