scientific article; zbMATH DE number 1234543

MaRDI QIDQ4221328zbMATH OpenFDO

Authors Kacha Dzhaparidze

Publication date 7 May 2000

zbMATH Keywords

binary marketlimiting transitionoption pricingPoisson marketsecurities tradingstock price

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

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• Some possible stock price distributions under incompleteness of the market

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