The mathematics of finance: pricing derivatives

DOI10.1090/QAM/1668733zbMATH Open0948.91036OpenAlexW2416413646MaRDI QIDQ4497940FDOQ4497940

Authors: Stephen A. Ross 

Publication date: 24 August 2000

Published in: Quarterly of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/qam/1668733

Recommendations

• scientific article; zbMATH DE number 1687011
• scientific article; zbMATH DE number 6402355
• scientific article; zbMATH DE number 6686689
• scientific article; zbMATH DE number 1234541
• scientific article; zbMATH DE number 1827981

zbMATH Keywords

option pricingmartingaleBlack-Scholes modelderivative pricingcall optionsBlack-Scholes differential equationbinominal approach

Mathematics Subject Classification ID

Cited In (7)

• The binomial pricing model in finance: a formalization in Isabelle
• Pricing via anticipative stochastic calculus
• Pricing financial derivatives by a minimizing method
• Title not available (Why is that?)
• Title not available (Why is that?)
• Pricing of discrete derivatives
• Pricing analysis of Delibao-related financial product

This page was built for publication: The mathematics of finance: pricing derivatives

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4497940)