Calculation of the high and low prices of options by means of completion of the market

DOI10.1070/RM1998V053N02ABEH000035MaRDI QIDQ4244594zbMATH OpenFDO

Authors K. M. Feoktistov

Publication date 29 June 1999

Published in Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1070/RM1998V053N02ABEH000035

zbMATH Keywords

European type optionsfinite multinomial marketminimal completionpayoff prices

Mathematics Subject Classification ID

Utility theory (91B16) Microeconomic theory (price theory and economic markets) (91B24) Auctions, bargaining, bidding and selling, and other market models (91B26)

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Cited in

(4)

• Market completion using options
• Calculation of the high and low prices of European-type options
• scientific article; zbMATH DE number 1905102 (Why is no real title available?)
• PARTIAL EQUILIBRIUM AND MARKET COMPLETION

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